In a food processor, pulse the oats into a coarse meal. You want just a little bit of texture, so don’t grind them all the way. If you don’t have a food processor, use the smallest oats you can find, as they are better for the final texture of the chocolate balls.
In a bowl, cream together the butter and sugar. Add the cocoa powder and vanilla and cream together until well blended, then add the oats and the salt. Using your hands, mix all of the ingredients together.
Roll the mixture into small balls, about a tablespoon for each one. Roll each ball in the shredded coconut until fully coated.
Store in an airtight container in the refrigerator, or in the freezer for longer periods.