Step 1In the bowl of a stand mixer, or in a large bowl using a hand mix, whip the heavy cream with the sugar and vanilla to soft peaks. In a separate bowl, whip the mascarpone until loosened and fluffy. Carefully fold in the whipped cream. Set aside.
Step 1In a bowl, combine the cream and milk. Set aside.
Step 2In a separate bowl, whisk together the egg, yolks and cornstarch until smooth. Set aside.
Step 3In a large pot, combine the brown sugar and salt, along with the water. Heat mixture on high heat until sugar has caramelized, 5 to 7 minutes, gently stirring with a spatula.
Step 4When the sugar mixture is caramelized, whisk in the milk and cream mixture until smooth. Bring to a boil. Meanwhile, place the butter in a strainer set over a metal bowl which is placed in a larger bowl of ice water.
Step 5Once boiling, stir a little of the hot cream mixture in with the eggs and cornstarch to temper, then add the egg/cornstarch mixture to the pot. Continue whisking in the pot until the pudding has thickened.
Step 6Remove from heat and immediately strain into the metal bowl set over a bowl of ice water to stop the cooking. Stir in the rum, then continue gently stirring the pudding until it has cooled.
Step 7Remove the metal bowl from the bowl of ice water, cover with plastic wrap and chill.
Step 8To serve, spoon the pudding into serving dishes or bowls, top with a dollop of mascarpone cream and a sprinkling of candied pecans.