In a large mixer bowl beat 2/3 cup margarine until softened. Add sugar and beat until fluffy. Add egg, vanilla and beat well. In different bowl mix the flour, salt and nutmeg well, now add to egg butter mixture. Mix until well blended.
Shape into 1 inch balls. Place 2 inches apart on cookie sheet lined with parchment paper. Press down centers with thumb. Bake in 350º oven about 12 minutes or until done. Remove, cool on rack.
For filling: In small mixer bowl beat 1/4 cup butter till softened. Add powdered sugar, beat till fluffy. Add rum and beat well. Spoon or use pastry bag with star tip to fill the centers of each cookie. Sprinkle with nutmeg. Chill till firm.