Place the coconut, dates, and walnuts in a food processor or high-powered blender. Process the ingredients until they’re finely chopped.
The mixture will be crumbly if you leave it like this, so add about a tablespoon of water a little bit at a time. Process after each addition of water. Once the mixture starts to clump into a ball as it’s spinning around in the food processor, it’s done. If you add too much water, you can put in a little more coconut and/or walnuts to dry it out.
Transfer the mixture to a loaf pan lined with wax paper or parchment paper. Press down to make an even layer, then cover the pan and refrigerate for at least an hour.
Cut the bars into 6 1 1/2-inch wide strips or 12 smaller rectangles. Place them in an airtight container in the refrigerator until ready to eat.