Line a baking sheet or plate with parchment paper or a silicon baking sheet.
Set aside.Place shredded coconut in a small bowl.
Set aside.Add remaining ingredients to the bowl of your food processor.Pulse until mixture forms a ball, about 30-45 seconds.Pinch 1 ½ tablespoons of dough and roll between your hands to form a ball.
Drop the ball into the coconut and roll around until coated.Place the completed ball on the prepared baking sheet.
Repeat with remaining dough.Transfer baking sheet to the fridge or freezer to set for one hour.These grain-free rum balls hold up well at room temperature and can be frozen for up to 1 month.