Using a heaping tablespoon or a small cookie scoop, drop mounds of the mixture onto the greased metal baking sheet, spacing them about 1 1/2 inches apart. You should get about 18 mounds.
To form the nests, lightly dampen your fingers with water to prevent sticking. Gently press down the center of each mound and push some of the mixture up the sides to create a shallow well in the middle. Don’t worry about making them perfect; a slightly messy, rustic look is exactly what you want.
Place the baking sheet on the middle rack of the oven and bake for 18–22 minutes, or until the edges and tips of the coconut are golden brown and the centers look set. Rotate the tray once halfway through baking for even color if your oven has hot spots.
Remove the tray from the oven and let the nests cool completely on the metal baking sheet. They will firm up as they cool, so resist the urge to move them too early. Once cool, gently lift them off with a thin spatula.
If you’d like to add fillings (like chocolate chips, jam, or candy), spoon or press them into the centers once the nests are fully cooled. Store the nests in an airtight container at room temperature for up to 4 days.
To change these up, you can stir 1/2 cup mini chocolate chips into the coconut mixture before baking or drizzle the cooled nests with melted dark or milk chocolate. For a citrus twist, add 1 teaspoon of finely grated lemon or orange zest along with the vanilla. Around spring holidays, press a few pastel chocolate eggs or jelly beans into the cooled nests for a festive look. If you prefer them less sweet, swap 1/2 cup of the sweetened shredded coconut for unsweetened shredded coconut to cut the sugar a bit. For a slightly firmer, toastier texture, bake them a few extra minutes, watching closely so the edges don’t burn. You can also make them smaller for bite-size treats; just reduce the baking time by a few minutes and pull them when the edges are golden. If you’re cooking ahead for a busy week, bake them on Sunday night and store in an airtight container—they hold up well and are perfect for lunchbox treats or a quick dessert after work.