Line a large plate or baking tray with parchment paper and set aside.
In a large mixing bowl, add the shredded coconut, condensed milk, and powdered sugar, and mix well, until a sticky dough remains.
Using your hands or a cookie scoop, form small balls of dough and place them on the lined plate or tray. Press each ball into a cookie shape. Refrigerate until they firm up.
Notes
TO STORE: Coconut cookies must always be stored in the refrigerator, covered. They will keep well for up to 2 weeks.TO FREEZE: Place leftover cookies in a ziplock bag and keep them stored away in the freezer. They will freeze well for up to 6 months.