Line a large rimmed baking sheet with parchment paper or a silicone mat and set aside.
In the bowl of a food processor, pulse the vanilla wafer cookies into very fine crumbs for 30 seconds. Pour the cookie crumbs into a large mixing bowl and set aside.
3 cups finely ground vanilla wafer cookie crumbs
To the same bowl of the food processor, add the walnuts and pulse for 30 seconds or until the nuts are very finely ground. Pour the ground walnuts into the bowl with the cookie crumbs. (Note: there is no need to clean the bowl of the food processor between steps 2 and 3)
1½ cups finely ground walnuts
Add the powdered sugar and Dutch-process cocoa powder to the bowl and stir all the ingredients together until well combined.
⅔ cup powdered sugar, ¼ cup Dutch-process 100% cocoa powder
Add the vanilla extract, light corn syrup, and dark rum to the cookie mixture and stir well, using a rubber spatula, until the rum ball mixture is evenly mixed, and all the ingredients are well blended.
1 teaspoon vanilla extract, 3 tablespoons light corn syrup, ½ cup dark rum
Using a 1½-inch cookie scoop, scoop out a rum ball and roll it in the palm of your hand to shape a smooth ball with the mixture. Place the rolled rum ball onto the lined baking sheet and repeat until all the mixture has been rolled into balls.
Roll each of your rum balls into the different optional coatings (one coating per rum ball) until you have coated all the rum balls with a coating. Once you have rolled a rum ball in a coating, you will return it to the baking sheet.
Refrigerate the rum balls for at least 8 hours or up to overnight before placing them onto a plate and serving.
Notes
Storage:You can make these a couple of days ahead and store them in an airtight container in the refrigerator before serving them. These rum balls will keep in the refrigerator for up to 2 weeks. For longer storage, you can freeze them in an airtight container for up to 2 months. You will need to thaw them in the refrigerator before serving them. Tips:
Place each individual coating you plan to use in a small shallow bowl for rolling the rum balls in to coat them.
Be sure to use a brand of rum that you would enjoy drinking.
If you choose to use powdered sugar, or Dutch-process cocoa powder, to coat your rum balls, you will need to re-roll them before serving. Both the powdered sugar and the cocoa powder will absorb into the rum balls while being refrigerated.
Be sure to keep these treats out of the reach of the kids. The alcohol in these rum balls will not burn off due to the no-bake nature of this dessert.
I use a Dutch-process 100% cocoa powder in this recipe due to the darker color and milder flavor that comes from the Dutch processing of the cocoa. Because these are no-bake, and you do not require any baking soda or baking powder to be used, you can substitute a standard 100% unsweetened cocoa powder in this recipe. There are quite a few great articles explaining the differences between the two cocoas and when you should or should not use them in baking, but for this recipe, either one works just fine.