Those are rum balls (duh). Combine powdered sugar, crushed vanilla wafers, cocoa powder, and rum. Roll into balls and roll the balls into more powdered sugar. That's clearly not an exact recipe, but these things can be STRONG. Because they are never cooked, the alcohol is still there! My little cousins loved them (uhohhhh). =O
And another Christmas tradition... CHICAGO! We go every year for 2 or 3 nights- I love it! I'll let the pictures do the talking.