Pre-heat the oven to 350ºF. Line two baking sheets with parchment paper and set aside.
In a food processor, combine the almonds, sugar, and salt and pulse to finely grind the nuts. Add the egg whites and vanilla and pulse until the mixture comes together as a dough (it will be coarse and sticky).
Scatter the coconut into the bottom of a shallow plate. Scoop out a piece of dough about 1 tablespoon in size and roll it into a ball. Roll the ball though the coconut, pressing on it lightly to make sure the coconut sticks. Place the ball onto the prepared baking sheet and press a small dimple in it using your finger. Repeat with the remaining dough, leaving about 2 inches between each cookie. Fill the dimple of each cookie with a few chunks of chocolate.
Bake the cookies until the bottoms are golden brown and coconut is lightly toasted, 15 – 20 minutes, rotating the sheets halfway through baking. Cool completely before serving. Store the cookies in an airtight container at room temperature for up to 7 days.