Place the dates, walnuts, protein powder, chia seeds, salt, and vanilla in your food processor.
Blend the mixture until it comes together as a soft dough.
Form the dough into small approximately 1 1/2 inch balls and roll in shredded coconut.
Place the protein balls side-by-side on a baking sheet, cover, and place them in the fridge to chill for an hour before eating.
Notes
I used Deglet Noor dates in these protein balls, but Medjool dates would also be delicious! Medjool dates are bigger, so if you use them, you can reduce the number of dates by 50%.
Make sure to use protein powder with a mild flavor. I used Garden of Life vanilla protein powder, and it was delicious.
If you prefer, you can substitute flax seeds for the chia seeds.