In a large mixing bowl, combine crushed chocolate cookies, powdered sugar, and cocoa powder.
Add the light rum and corn syrup to the dry ingredients.
Mix thoroughly until all ingredients are well combined.
Fold in the finely chopped nuts.
Refrigerate the mixture for about 30 minutes to firm up.
Once mixed, use your hands to form small balls, about 1 inch in diameter.
Roll each ball in shredded coconut for coating.
Place the coated rum balls on a baking sheet lined with parchment paper.
Refrigerate the rum balls for at least 1 hour before serving.
Enjoy your delicious homemade rum balls with friends and family!