Combine crushed candy canes and coconut on a small plate and set aside.
Place walnuts, dates, and cocoa powder in a food processor and process until finely chopped.
While food processor is running, add peppermint extract.
Then add milk, one tablespoon at a time, until the mixture comes together and forms a ball. It should be sticky but not wet.
Roll into one-inch balls and then roll in coconut and crushed candy canes to coat. Press coating on with your fingers so it sticks well.
Store in an airtight container in the refrigerator.
