Cook pudding in milk with granulated sugar (in a classic way). Set the thick pudding aside and let it cool. Cover the pot with aluminum foil so that a crust does not form on top.
Beat the butter with powdered sugar with a mixer until foamy, add the cooled pudding spoon by spoon and whip into fluffy cream.
Divide the mass in half. Add coconut and rum to taste to one part, mix thoroughly and add melted chocolate and ground cookies to the other part.
Form smaller balls. Wrap the white ones in coconut and the dark ones in ground biscuits.