Mince the onion and the celery and cook in the oil in the soup pot, over medium heat until the vegetables are translucent, about 10 min. Add the ginger, curry, nutmeg, bay leaves and salt.
Add the stock, sweet potatoes, grated citrus peel and rum. Cover and bring to a boil. Reduce the heat and simmer until the vegetables are tender, 15 to 20 min. Remove and discard the bay leaves. Add the juice, coconut milk.
Puree the soup with the immersion blender or food processor until smooth. Garnish with the green onion and crumbled bacon.