Pulse Oreos in a food processor until you have 3 cups. Set aside.
Pulse walnuts in a food processor until you have 1 ½ cups.
Combine crushed Oreos, walnuts, cream in a medium bowl and mix well.
Add rum starting with ¼ cup & adding more if needed to create a consistency that holds its shape when rolled. (If you add too much and they are too soft, add in more cookie crumbs to get desired consistency, note that the crumbs do soak up the liquids as they sit).
Using a small scoop (or melon baller) scoop dough & roll into balls.
Roll in sprinkles. Refrigerate 2 days before serving.
