Melt the chocolate in a small saucepan, in a bain-marie. Set aside.
Then, chop walnuts, almonds, and half the sugar in a food processor.
Add the chopped part and the rest of the granulated sugar to the melted chocolate and stir.
Pour the mixture onto a clean surface or a large plate and form equal-sized balls.
Dip each ball in rum before dipping them in grated coconut or sugar sprinkles.
Let rest in the refrigerator for at least 1 hour.
Store the chocolates in a box in the refrigerator for a few days.