You are going on the magic, so I am guessing you are doing the western???
In Grand Cayman they have the totuga rum cake factory. The cakes are fantastic, they are not strong, do not taste like alcohol. We love them. At Christmas time, we can get them at a stand in our local mall. You can also order them from the tortuga website. The rums are also good. You can taste before you purchase.
My brother, not a big sweet eater, lol, ate the entire cake I mailed up to him and his wife before she got home from work, lol, she didn't even get a taste..lol. Everyone else we sent them to loved them as well. They are really delicious.
There are many of the rum cake bakeries in Grand Cayman..one near the port, and one beside the turtle farm that I remember right off the bat. They sell the rum on the Magic.