You can use any sort of dried berry you want for these. The recipe calls for dried currants, but you can use raisins, golden raisins, cherries, even blueberries. You can even experement with different rums. (and don't be afriad to splash a little extra of that soaking liquid into your dough!)
Combine rum and currants; cover, and let stand at room temperature overnight. Drain, reserving 2 tablespoons rum.
Beat butter, sugar, and orange zest with a mixer on medium speed until creamy and smooth, about 2 minutes. Add vanilla and reserved rum, and beat until combined. Reduce speed to low. Add flour, coconut, and salt, and beat for 3 minutes. Stir in currants.
Form dough into 2 logs, each about 1 1/2 inches in diameter; wrap in parchment and refrigerate 1 hour (or up to 3 days).
Preheat oven to 325F. Remove parchment. Slice logs into 1/4 inch thick rounds, and space about 1 inch apart on baking sheets lined with parchment. Bake until pale golden, about 20 minutes. Let cool.