Heat oven to 350°F. Bake rolls as directed on can. Cool 10 minutes.
Meanwhile, in small microwavable bowl, microwave marmalade on High 30 to 60 seconds, stirring every 15 seconds or until melted. Stir in rum; set aside.
In medium bowl, beat butter, egg yolk and almond filling with electric mixer on medium speed until well blended.
Cut rolls in half horizontally. Place cut sides up on ungreased cookie sheet. Top each crescent half with marmalade mixture, almond mixture and sliced almonds. Bake 12 to 15 minutes or until edges are golden brown. Remove to cooling rack. Cool 5 minutes. Serve warm or cool.