There's also the recipe using crushed vanilla wafers. No baking required.

Bourbon or Rum Balls

Lg. box vanilla wafers, crushed
1 c. 10X sugar
1 ½ TB. unsweetened cocoa
3 TB. light corn syrup
1 c. nuts, chopped very fine
1/3 – ½ c. bourbon or rum

Mix all and roll into walnut–sized balls. Roll in more 10X sugar. Store in air-tight container.

Another variation of this recipe uses frozen orange juice concentrate for the liquid for a totally different flavor (and omit the cocoa).