Place all the ingredients in a blender or food processor and process until well combined.
Divide the mixture into even portions and roll into balls. Then roll the balls in the coconut (if using). Refrigerate until they firm up, approximately 1 hour.
Notes
If you don't have orange essence/essential oil on hand, you can use the zest of one orange.
Cook time does not include the time it takes for the bliss balls to freeze — approximately 1 hour, depending on the temperature of your freezer.