Combine butter, salt, sugar, milk and dates in a large saucepan. Cook about 5 minutes, stirring occasionally, and using a whisk to mash the dates a bit.
In a small bowl, beat the egg with a fork, then add a spoonful of the warm date mixture to temper the egg a bit. Add egg mixture to the saucepan, stirring constantly, cook about 2 minutes.
Remove pan from heat, add vanilla and stir, then add rice krispies and stir. Allow mixture to cool about 1 minute.
Pour about a cup of coconut into a bowl, then use a 1 tablespoon sized cookie scoop (or a spoon) to scoop a ball of date mixture into the bowl of coconut. Use your hands to press coconut onto the date mixture, until fully covered with coconut, shaping into a ball as you work. Refill small bowl with coconut as needed.
Set finished Coconut Snowballs on a baking sheet or casserole dish. When all the snowballs have been made, serve immediately, or cover until ready to serve. These can be stored (at room temperature) 3-5 days. Recipe yields 30-34 balls.