Mix together water, rum and currants in small saucepan. Bring to boil; remove from heat; let stand 5 minutes. Mix chopped walnuts, light-brown sugar and cinnamon in bowl. Drain currants; stir into walnut mixture. Unroll 1 piecrust; halve piecrust along fold line. Trim 3/4-inch-wide piece off each corner; discard. Spread halves with 1/4 cup of the currant jelly. Using pizza cutter, cut each half crosswise into six 1-1/2-inch-wide strips. Sprinkle each strip with walnut filling, using half the filling. Roll up each strip of dough. Transfer to ungreased baking sheet. Repeat with second crust, currant jelly and remaining walnut filling. Brush rolls with beaten egg. Bake in 375 degree F oven 12 to 15 minutes or until browned. (Filling will ooze.) Transfer to racks to cool. Store in airtight container at room temperature up to 3 weeks.