Combine the rum, simple syrup, lime juice, and mint in a large bowl, jar, or container.
Add the watermelon and cantaloupe cubes and soak for 2 hours.
In the meantime, roll the goat cheese into 24 1-inch balls.
Arrange the pistachio in a small bowl, then roll each ball into the pistachio to coat.
To build the skewers, first add the goat cheese balls to the skewers, then fold a 2-inch piece of prosciutto and slide it on top of the cheese.
Drain the melon, then alternate between placing a single piece of watermelon or cantaloupe at the end of each skewer. Pierce the skewer into the melon to stand upright.