Spray the grill or a grill pan with cooking spray and heat.
Grill the pineapple rings for 2 to 3 minutes on each side, until they are nicely browned a bit and grill marks appear.
While the pineapple cooks, heat the butter, sugar and rum in a small saucepan over a low heat, stirring, until the sugar is dissolved and the sauce has thickened slightly, about 2 minutes.
Remove the sauce from the heat.
Place pineapple rings on a plate, scoop ice cream into the center of the ring, and drizzle about 2 teaspoons of sauce on top.