Heat oven to 325°. Grease a dark metal 1 1⁄2-qt. gugelhupf mold with 1 tbsp. butter. Add 1⁄4 cup flour and shake to evenly coat the inside of mold. Invert and tap out excess flour; set mold aside. Set a medium bowl over a 1-qt. saucepan of simmering water. Add chocolate; melt. Stir in rum and set aside to let cool slightly.
Sift together remaining flour, cornstarch, and salt; set aside. In a bowl, beat remaining butter, confectioners' sugar, lemon zest, and vanilla using a handheld mixer on medium speed until mixture is pale and fluffy, about 2 minutes. Add egg yolks one at a time, beating after each addition. Add reserved flour mixture to butter mixture in 3 additions, beating to combine after each addition. Set batter aside.
In a large nonreactive bowl, beat egg whites with handheld mixer on high speed until frothy. Sprinkle in sugar and beat to form stiff, glossy peaks. Whisk one-third of egg whites into reserved cake batter to lighten it. Using a rubber spatula, fold in remaining egg whites to make an airy cake batter.
Fold one-third of the cake batter into the reserved chocolate mixture to make a chocolate-flavored batter. Spoon half of the remaining cake batter into the buttered mold. Spoon all the chocolate batter into mold and top with remaining cake batter. Using a butter knife, swirl the chocolate batter into the cake batter to create a marbled effect. Smooth the top. Bake until a toothpick inserted in the cake comes out clean, about 55 minutes. Transfer cake to a rack; let cool. Unmold cake and dust with confectioners' sugar.