Line a baking sheet with parchment paper or a silicone baking mat and set aside.
Use a food processor to crush the Nilla wafers until they look like sand (you may need to do this in batches). Then transfer the crumbs to a large mixing bowl. Add the nuts to the processor and pulse until they are very finely chopped, and then pour them into the bowl with the cookie crumbs. Add the salt and stir until evenly combined.
Add the powdered sugar and cocoa powder to the bowl and stir until combined.
In a small bowl, whisk together the rum and corn syrup until completely combined. Pour this mixture into the bowl with the cookie crumbs. Mix until a thick dough starts to form.
Continue to mix the dough by hand trying not to smush the dough too much. (I highly recommend wearing gloves.) *Pro Tip: If the dough seems dry, add 1/2 tablespoon of rum at a time and then mix until it has a better consistency. If it's too wet, add 1/4 cup of crushed Nilla wafers at a time to adjust.
Use a small cookie scoop (1 tablespoon) to portion the rum ball dough. Place each scoop onto the prepared baking sheet. Then roll each scoop into a ball (recommend gloves for this too).
Arrange each of the coatings in its own bowl. Roll each of the rum balls in one coating and then return it to the baking sheet. Serve the same day or store in an airtight container for up to 5 days at room temperature (do not freeze).
Notes
Nutritional information is for rum balls without garnish on the outside.
If you don't have a food processor, you can crush the Nilla wafers in a large food storage bag with a rolling pin and chop the nuts by hand. The goal is to have them be a similar size so the ingredients mix evenly. The cookie crumbs should be a sand consistency and the nuts chopped as small as possible.