Use a food processor to make crumbs out of the cookies.
Combine the crumbs with the milk and corn syrup, nutmeg, cinnamon, mace, and rum flavoring. Mix together well. A stand mixer does a good job of this.
Use a small ice cream scoop to scoop out one ball. Roll the ball in your hand to the desired shape. Place on a wax or parchment paper lined sheet, and continue making balls until all the dough is completed.
Let the balls rest in the refrigerator overnight.
The next day, stick a wick of piña colada in each ball. Roll the balls in cocoa and chocolate jimmies and stack on a serving plate so they look like cannonballs.
The amounts in this recipe are approximate. Use your judgment. The dough should be like clay. Don't bother getting real white Oreos here. Use your supermarket's plain wrap white creme cookies, about 1 1/2 packages. Variations If you are going to be serving adults, you can add real rum to the balls.