Basque Cake comes from Spain. It is a type of pound cake, or tea cake, filled with a vanilla custard, which is certainly not all that unusual, except that here the filling is added before the cakes are baked. This step allows the vanilla and rum plenty of time to fully flavor the cake, and it makes the cakes very moist. Should the flavor seem too strong, adjust the amount of rum to suit your own taste. The custard layer in the center helps make this cake a great keeper. Stored, covered, in the refrigerator, it will keep fresh up to 1 week.