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Step 1
Set up a work station with a large ziplock bag and rolling pin (or a food processor); a large bowl for mixing; and a shallow bowl with 3/4 cup of coconut for rolling in.
Step 2
Place the cookies in ziplock bag, seal and crush with the rolling pin. Alternatively, crush in the food processor until fine crumbs form. It's ok if there are some slightly larger pieces.
Step 3
Add the crushed cookies, coconut, cocoa powder, condensed milk, rum and vanilla to the large bowl. Mix the ingredients well using a wooden spoon, then your hands once it gets too thick. (If mixture is too thick, mix in 1-2 tablespoons milk).
Step 4
Scoop out a tablespoonful of mixture and roll into a 1 - 1 1/2 inch ball, then roll in coconut until completely covered. Place on a baking sheet or tray and repeat until all the mixture has been rolled into balls.
Step 5
Refrigerate until ready to serve.