First, add the roasted khoya to a pan and mix in the cocoa powder thoroughly.

Next, add the powdered sugar and shredded coconut, and mix everything well.

Add a little milk and stir until the mixture starts to come together on one side of the pan.

Line a box or tray with foil and grease the foil with ghee or butter.

Spread the mixture evenly in the prepared tray using a spoon, then let it set at room temperature for 15-20 minutes.

Turn the set sweet out onto a plate and cut it into pieces. Shape each piece into a cylinder with your hands (or any shape you like).

To make the sugar syrup, combine water and sugar in a pan. Once the sugar dissolves, cook until you get a one-string consistency. Dip each piece of sweet into the syrup, then roll or sprinkle with the sugar-coated candy balls. Your Bal Mithai is ready to serve.