Chop the dark chocolate into small pieces and place it in a saucepan. Melt over low heat, stirring constantly until smooth and glossy, about 3-4 minutes. The chocolate should be silky and fragrant.
In a mixing bowl, combine the shredded coconut, sweetened condensed milk, butter, and vanilla extract. Stir until the mixture is evenly combined and sticky, with a slightly shiny appearance.
Pour the melted chocolate into the coconut mixture. Fold everything together thoroughly until the coconut is evenly coated with the glossy chocolate and the mixture feels sticky and cohesive.
Line a baking sheet with parchment paper. Using a spoon or ice cream scoop, portion out heaping tablespoons of the mixture and drop them onto the prepared sheet. Gently press each mound to flatten slightly if desired.
Place the baking sheet in the refrigerator and chill for at least 30 minutes, allowing the cookies to firm up and develop a shiny, crackled surface.
Once set, remove the cookies from the fridge. They should be firm to the touch with a glossy top and slightly crisp edges, with a chewy interior. Serve immediately or store in an airtight container in the fridge for up to 4 days.