Combine blueberries, dates, cashews, lemon zest and lemon juice in a food processor with a standard blade attachment. Blend until the dates are pureed and other ingredients are mostly broken down.
Add the rolled oats to the food processor. Process until combined with the blended dates. The mixture should be able to hold together in a sticky ball; if not, add an extra ¼ cup rolled oats. Process in the food processor as needed.
Chill mixture for 1 hour; this will make it easier to form into balls.
Form the chilled date mixture into 12-13 small ping-pong sized balls. Store in the fridge for up to 1 week.
Freezing: Energy balls freeze well and can be frozen in an airtight container for up to 3 months. They will thaw quickly at room temp or in the fridge.Food processor vs blender: I do not recommend using a blender unless it is very high-powered and you have successfully used it to make energy bites in the past.