Preparation Blend cheeses, milk, sugar, rum, zest, vanilla, and salt in a blender until smooth, about 1 minute. Add cream and blend until just combined, about 5 seconds. Freeze mixture in ice cream maker, then transfer to an airtight container and put in freezer to harden, at least 3 hours. Put scoops of ice cream on watermelon slices and top with chocolate shavings.
Preparation Blend cheeses, milk, sugar, rum, zest, vanilla, and salt in a blender until smooth, about 1 minute. Add cream and blend until just combined, about 5 seconds. Freeze mixture in ice cream maker, then transfer to an airtight container and put in freezer to harden, at least 3 hours. Put scoops of ice cream on watermelon slices and top with chocolate shavings.