In the bowl of a food processor, add the nilla wafer cookies. Process for about 10 to 15 seconds, breaking up any large pieces until fine crumbs form. Transfer them to a large bowl.

Place the pecans in the bowl of the food processor. Pulse 8 to 10 times until the pecans are finely chopped. Transfer to the large bowl with the nilla wafer crumbs.

To the cookie mixture, sift the sugar, cocoa powder, and salt over top.

In a small bowl, whisk together the rum and corn syrup until combined. Add the rum mixture to the dry ingredients and mix together with a spatula until the mixture is moistened evenly and holds together when squeezed. If there's any dry pocket, just pour a splash of rum in and mix.

Use a tablespoon to scoop out enough of the mixture to make a ball that's just over an inch in diameter. Roll in the palms of your clean hands to make a smooth ball. Repeat with the remaining mixture.

Roll the rum balls in more powdered sugar, cocoa powder, wafer crumbs, or finely chopped pecans to coat. Rum balls can be stored in an airtight container for up to 2 weeks or frozen for up to 3 months. They taste better after aging for a few days.