To make the pudding, sift all the dry ingredients into a large mixing bowl. Add the milk, cherries, butter, and vanilla, and mix until well blended. Pour into a well-greased, 9-inch square metal pan.
Heat a gas grill to low or bank 20 low-glowing coals on each side of the bottom of the grill unit. Place the cooking grill rack 4 to 6 inches above the coals. In a gas grill, light one burner and place the pan over the unlit burner. Cover and cook for 45 minutes. The pudding should be slightly crusty on top with a syrupy bottom.
Topping
To make the topping, combine all the ingredients, except the water, in a bowl and spread over the pudding mixture. Slowly pour the boiling water over the top, but don’t stir it in.
Glaze
To make the glaze, combine all the ingredients except the rum in a saucepan over medium heat and simmer for 5 to 10 minutes. Remove the pan from the heat, let cool slightly, and stir in the rum.
To serve, spoon the pudding into individual dishes, top with a dollop of whipped cream, and drizzle the glaze over the top.
