One day before baking:
Bring the milk and the butter to a boil in a medium saucepan. Remove from the heat and cool slightly, stirring occasionally to release some of the heat.
Place the sugar, flour, eggs and egg yolks in a small bowl and whisk gently until you have a soft paste-like consistency.
Pour in the milk/ butter and continue to whisk gently until you have a smooth liquid.
Add the vanilla and rum and give it one last stir (you don't want to whisk air into this batter).
Use a wire strainer, strain the batter over a glass jug, cover the jug with plastic wrap and refrigerate 12-24 hours.
About an hour or two before baking:
Remove the batter from the fridge, give it a gentle stir and allow to come to room temperature (or at least, not chilled).
Prepare the silicone molds by brushing with a little melted butter. Coat the molds sparingly and in necessary, turn the molds upside down over a wire rack placed over paper towels to drain excess butter from inside molds. Set aside (at room temperature)
Pre-heat oven to 450˚F.
When the batter is room temperature, give the batter one final stir and pour into the molds about ¾ full.
Place the silicone molds on a wire cooling rack on a baking tray and bake at 450˚F for 30 minutes.
Reduce heat to 400˚F and bake for a further 30 minutes.
After 30 minutes, remove the tray from the oven and, with the aid of a toothpick, carefully remove the cannelé from the molds and place them immediately back in the molds right side up.
Bake for 10 more minutes.
Remove molds from oven and place on a wire cooling rack for about 10 minutes before you unmold them and allow to come to room temperature on a wire cooling rack.
Best eaten the day they are made (after about 2 hours at room temperature).