Begin by placing the pitted dates and almonds in a food processor. Pulse until finely chopped and combined, resembling a sticky mixture.
Add the lemon zest, fresh lemon juice, and vanilla extract to the date-almond mixture. Pulse again until fully combined and creamy.
Using your hands, take small portions of the mixture (about 15 g each) and roll them into bite-sized balls. If desired, you can use a rolling mat for cleanliness.
Roll the balls in shredded coconut until evenly coated.
Place the coconut-coated balls on a baking sheet. Refrigerate for at least 30 minutes to allow them to firm up.
Once chilled, serve them as a delightful treat, garnished with a sprinkle of additional lemon zest if desired.