In the bowl of a stand mixer with the whisk attachment, add the cold water and three packets of gelatin. Let both sit together for 10 minutes to bloom.
While the gelatin is blooming, combine the sugar, corn syrup, and water. Over medium high heat, bring the mixture to a boil. Boil for 1 minute.
Turn your stand mixer to high. Very carefully pour the boiling sugar mixture into the bowl of the stand mixer with the gelatin. Mix on high for 12 minutes.
Around the 6 or 7-minute mark, add the salt, vanilla, and rum. Continue mixing.
While the marshmallows are mixing, line a 9 x 13–inch pan with parchment paper, leaving enough paper overhanging to cover the top of the marshmallows completely when folded over. Brush the inside thoroughly with the oil, including the flaps that will be folded back over.
Once the sugar mixture has been beaten for 12 minutes, use a spatula to pour the now white and fluffy mixture into the waiting pan. Fold the flaps over top and allow the marshmallows to set for at least 2 hours if not overnight.
When you’re ready to cut the marshmallows, dust your countertop with confectioner’s sugar. Lightly brush the knife you are using with the oil. Cut the marshmallows into as many squares as you want, you can get 12 to 16 if not more. You may need to wipe the blade and re-coat with oil after ever cut. This keeps the marshmallows looking really pretty and prevents sticking.
The side of the marshmallows that is facing up are still sticky, Carefully lift them and dip the sticky side into a waiting bowl full of graham crumbs, coating as much of the bottom and sides of your mallows as you want. Coat whatever is still sticky with confectioner’s sugar.
Heat the cream over low heat until steaming. Add the butter and the chocolate, stirring until it’s completely melted. Using a sharp knife and a spoon, dig out a hole in the top of the marshmallow and fill it with the melted chocolate.
Heat the rear burner of the grill to medium high, about 400°F. Place the S’mores onto the soaked planks and then onto the grill in front of the burner. Turn after 1 minute or as soon as the sides of the marshmallow begin to brown. Keep turning the planks or the S’mores until all sides (except the bottom) are golden and roasted.