If you are using dried dates, soak them in a little boiling water for 30 minutes before blending. Use the soaked dates, but not any excess liquid to make the balls.
If your blender is not suitable for nuts (e.g a hand blender), try one of the following:
Use a pestle and mortar, or coffee grinder, to grind the walnuts first. They turn to a paste quite quickly so check regularly.
Substitute the walnuts for ground almonds