Place the almonds and cashews into a food processor fitted with the "s" blade.
Pulse the nuts until they turn into a small crumbly mixture. Be sure to pulse it instead of letting it blend continuously - that may turn the nuts into flour.
Remove the pits from the dates, and add them to the food processor along with the lemon juice, lemon zest, and chia seeds.
Process until the dates are broken down and a sticky dough is formed.
Use a cookie scoop to scoop out the dough. Roll the dough in between your hands to form a ball. Roll in shredded coconut if desired.
Place the baking sheet into the freezer and freeze for about an hour or until firm.