Preheat oven to 350°F (175°C) and line two baking sheets with parchment paper.
In a bowl, whisk together flour, baking soda, and salt; set aside.
In a large bowl, cream butter, granulated sugar, and brown sugar until light and fluffy. Mix in vanilla extract and egg until well combined.
Gradually add dry ingredients to wet mixture until just combined. Gently fold in shredded coconut.
Scoop tablespoon-sized portions onto prepared baking sheets and create an indentation in each ball for the candy filling.
Bake for 10–12 minutes or until golden brown around the edges but soft in the middle. Cool on baking sheet for five minutes before transferring to wire racks.
Fill each warm cookie nest with colorful chocolate eggs.