Combine pineapple, sugar, water and zest in a small saucepan. Cook over medium heat until pineapple is tender and the liquid is slightly thickened, about 30 to 35 minutes. Stir in the rum, and cook for 1 minute. Remove from the heat and using an immersion blender or food processor puree the pineapple mixture. Allow sauce to chill completely.
Yield: about 2 cups