In a medium bowl, toss the pineapple with the sugar and rum. Spoon 1/4 tablespoon of the butter in the center of each sheet of foil and top with the pineapple. Sprinkle with the caramels. Bring 2 sides of the foil up over the fruit and fold to form a seam across the top. Fold the remaining 2 sides to seal the hobo packs completely.
Grill the hobo packs over moderate heat until sizzling, 10 to 12 minutes. Open the hobo packs and pour the pineapple and sauce into bowls. Serve with a scoop of ice cream.