For the rum balls, mix the grated walnuts with the powdered sugar and vanilla sugar. Melt the chocolate coating in a water bath and mix it in. Then mix in the cherry rum.
Let the mixture stand for about 1/2 hour. Then form small balls and dip them in a rum-water mixture (equal parts, about 1 tablespoon each).
Roll the dipped balls in the coarsely grated pistachios. The mixture makes about 50 pieces, depending on the size of the ball.