Preheat oven to 350 degrees F. In a medium bowl, combine flour, nuts, brown sugar, and grated chocolate. Stir in melted butter. Press mixture onto the bottom and up the side of a deep-dish 9- or 10-inch pie pan or plate. Bake for 12 minutes. Cool on a wire rack.
In a small bowl, stir gelatin into the cold water; set aside. In a medium saucepan, combine granulated sugar and cornstarch. Stir in eggnog. Cook and stir until thickened and bubbly. Cook and stir for 2 minutes more. Stir in gelatin mixture until dissolved.
Divide filling into two equal portions. To one portion, add melted chocolate; mix well. To the other portion, add rum; mix well. Cover surfaces of both fillings with plastic wrap; cool for 2 hours.
Fold whipped cream into the rum filling; spoon into crust. Top with the chocolate filling. Using a table knife or narrow metal spatula, gently swirl the chocolate filling into the rum filling to marble. Chill for 4 to 24 hours. If desired, sprinkle lightly with grated nutmeg. Makes 8 servings.