Crush biscuits. I do this with a food processor but if you don't have one you can go at them with a rolling pin.
Crush the Candy canes. Again I used a food processor for this but I didn't process as fine as the biscuits because its nice to have some larger pieces in the slices.
Mix all ingredients together in a bowl.
Next you can either roll mixture into small balls in coconut. Alternatively, take a long piece of baking paper and line the centre (size of the log you will be making) with some coconut.
Then add the log mixture and sprinkle with more coconut. Using the baking paper roll the mixture until a nice even log is formed. Roll the baking paper tightly around the log and fold the ends over. Then cover the whole log in cling wrap. Pop in the freezer until needed.