I was surprised when I looked up the recipe for the rum balls I remembered enjoying years ago that it was a "no bake" cookie.  There are a number of variations on the theme and most start with pulverizing an 11 oz box of vanilla waters in a food processor with or without nuts,  however, my daughter said she's used Oreos with  success.  Below is recipe I used to make these lovely rum balls, it makes about three dozen.

Ingredients:

11 oz of Nilla vanilla wafer cookies
1 1/2 cup roasted walnuts or pecans
     (toasted is best)
1 cup confectioner sugar
     (more for rolling)

2 Tbsp cocoa powder
2 Tbsp white corn syrup or agave
1/3 cup of rum 

Directions:

    Process 11 ounces vanilla wafer cookies and 1 1/2 cups toasted nuts in a food processor until finely ground to the texture of sand, about 30 seconds.
    Add 1 cup of confectioner's sugar, 2 Tbsp cocoa powder, and the the 2 Tbsp of  syrup and pulse until blended.
    Add the 1/3 cup rum and pulse to combine.  If necessary, slowly add more rum to the food processor until the mixture comes together and forms a mass around the blade or holds together when you pinch it.    
     Using a teaspoon, scoop out balls from the processor, roll them gently with your hands to form balls, then drop them onto a plate or shallow Tupperware filled with a thin layer of powdered sugar.  Shake the vessel to coat the balls, than trasfer the balls to an airtight container.  Store at room temperature for up to a week or freeze for up to 3 months.  Bring to room temperature briefly before serving.