Cut top and bottom off of pineapple. Trim skin off outside of pineapple making sure to not leave rough skin on. Cut pineapple in half lengthwise, then into quarters lengthwise. Trim the center core out of each piece, and then cut into eighths longwise, so you have 8 pieces of pineapple total. Place pineapple on a hot grill, and keep turning them occasionally until warmed through and nicely caramelized. To make the Sabayon, whip heavy cream and set aside. Place egg yolks, sugar, rum, and vanilla extract, and a pinch of salt in a bowl and place over a pot of simmering water. Cook, whisking constantly, until warm and thickened, approx 7 minutes. Take off the heat and whip with an electric mixer until mixture has cooled to room temp. Approximately 4-5 minutes. Fold in the whipped cream. Place 2 pieces of pineapple on a plate and spoon the sabayon over the top of the warm pineapple. Sprinkle with the chopped hazelnuts.