Cut the pineapple into quarters lengthwise.
Save half of the pineapple for another recipe.
Remove core from the other two quarters.
Cut remaining quarters in half lengthwise, and remove the rind from each.
Cut each section in half lengthwise again, so that you have 8 long sections.
Place in a rimmed dish and pour rum over slices, if using.
Allow to sit for 30 minutes.
Preheat oven to 400°.
Place slices on a greased, rimmed baking sheet, and bake for 5 minutes.
Remove sheet from oven, and switch oven to broil.
Move rack to highest position.
Sprinkle sugar over the pineapple sections.
Place under broiler for 2-3 minutes.
Allow pineapple to cool for a minute or two, and then cut each segment into 7 or 8 cubes.
Arrange cubes in a circle on a small plate.
Place two tablespoons of yogurt in the middle of the circle.
Sprinkle with macadamia nuts.
Eat immediately; it’s best when the pineapple is warm.