In the mixing bowl of a stand mixer, place the heavy cream and whip until it becomes thick and stiff peaks form.
Remove to a small bowl, and place in the refrigerator.
Place the softened Cream Cheese in the mixing bowl, and add the vanilla, powdered sugar, and Cocoa, and mix until smooth and fluffy. Scrape bowl as needed.
Add the pudding mix, and 1 cup of milk, and blend until smooth and creamy.
Add the Rum Chata, and blend.
Add the Whipped cream, and mix on low just to blend.
Fill plastic shot cups with the chocolate mixture, and place on a tray, or cookie sheet.
Place in the refrigerator for the Chocolate mixture to thicken, and set.
Before serving, top with Redi-whip Whipped Cream, and Chocolate Sprinkles. Serve, and Enjoy!