In the bowl of a food processor, combine the cookies crumbs and pecans. Pulse them together until the nuts are finely ground. Set aside.
Sift the powdered sugar and cocoa powder together into a small dish. Add the rum and honey and whisk until smooth. Add to the food processor bowl and pulse until just combined.
Set the food processor bowl aside at room temperature, uncovered, for 30 minutes to 1 hour (up to 4 hours is fine), so the cookie crumbs can absorb the liquid and soften. This will make them easier to roll into balls.
Using a small cookie scoop, portion the dough into balls about 1-inch wide. Roll the balls in your hands to get it smooth, then roll it in topping of your choice.
Rum balls can be stored at room temperature or in the fridge. If at room temperature, you can leave them covered for moister balls or uncovered if you like them a little drier. They should keep indefinitely.
You can make your own cookie crumbs or use store-bought cookies. I used chocolate cookie crumbs, but you can go with the more traditional vanilla cookies (if you must!).You can reduce the amount of rum by half for a more subtly flavored candy to suit your tastes. Reduce the cookie crumbs to compensate. Start with half and add more until you get a good thick consistency.For a different take, replace the rum with another alcohol (bourbon, Kahlua, or another strongly flavored spirit), or replace it with strong coffee, tea, or juice.Toppings can be anything that’s small. Some ideas are sprinkles, coarse sugar, finely chopped nuts, or extra cookie crumbs.This recipe can be easily doubled.