Pit the dates and soak them in hot water for 10 minutes. (If the dates are super soft and juicy, then you can probably skip this step.) Drain.
Add the dates, oats, peanut butter, and jelly to a food processor. Blend all ingredients well until they form a sticky dough. If it’s too dry and not coming together, add a splash of water and process again. With wet hands, carefully scoop out approximately 1-2 tablespoons of the mixture and roll small balls.
Roll them in shredded coconut or sesame seeds, and keep in the refrigerator.