Cocoa powder Combine nuts, sugar, and chocolate. Moisten with rum to form a stiff dough. Form into small balls and roll in cocoa to coat. This recipe is not only simple, it's flexible. It can be made with other kinds of liquor (amaretto, sherry, and Southern Comfort work well), nuts (almonds or pecans, for instance) and coatings (ground nuts, finely grated coconut, etc.) and always comes out tasting great. Adding small chunks of nut for texture is also effective.