In a large bowl mix together graham cracker crumbs, oats, coconut, cocoa powder, and salt.
In a separate bowl mix together melted butter, sweetened condensed milk, and vanilla.
Pour the wet ingredients into the dry ingredients and stir until combined.
Grab yourself a small bowl of water and the marshmallows. Lightly dampen your hands with water and then grab 1 1/2 tbs of the cookie dough and flatten it on your hand. Next place the marshmallow in the centre of the flattened dough and then wrap the dough around the marshmallow and roll like a snowball.
Drop the rolled cookie balls into the bowl coconut and coat the outside.
Place all cookies onto a plate or tray lined with parchment paper. Pop the cookies into the freezer and allow to freeze for 2 hours. After 2 hours, remove the cookies from the freezer and using a sharp knife, cut the cookies right now the middle. Thats it! Enjoy!