Melt the wet ingredients: In a small saucepan, heat the heavy whipping cream (or coconut cream) and butter (or coconut oil) over low heat, stirring constantly until fully melted and combined. Remove from heat and set aside to cool slightly.

Combine the dry ingredients: In a medium mixing bowl, combine the whey protein, powdered sweetener, coconut flour, and unsweetened grated coconut. Stir until the dry ingredients are well mixed.

Add the wet ingredients: Slowly pour the melted cream and butter mixture into the dry ingredients, stirring as you go to create a smooth, thick dough. Add the vanilla extract, if using, and mix until fully incorporated.

Form the truffles: Using your hands, scoop out small amounts of the mixture and roll them into bite-sized balls, about 1 inch in diameter. If the dough is too sticky, refrigerate it for 15-20 minutes to firm up.

Roll in coconut: Once the truffles are rolled into balls, place the extra unsweetened grated coconut in a shallow bowl. Roll each truffle in the coconut until fully coated.

Chill the truffles: Place the coconut-covered truffles on a parchment-lined baking sheet or plate and refrigerate for at least 1 hour to set.

Serve: Once set, your Snowballs Coconut Fudge Truffles are ready to serve! Store any leftovers in an airtight container in the refrigerator for up to 1 week.