Put the prawns into strong boiling salted water. Boil, drain, wipe dry with paper towel. Put the oil and half the butter into a frying pan, when very hot fry the prawns gently for 5 minutes. Sprinkle with the rum, flambÄ, cover and turn off the heat. Put the remaining butter to melt in a saucepan at the top of a double boiler. Beat the eggs, salt, pepper. Pour into the melted butter and work thoroughly with a wooden spatula until creamy. Add the cream and the Cayenne to the prawns, reheat and allow to thicken. Pour the eggs onto the serving dish, top with the prawns and serve very hot.