Preparation: Line a baking sheet with parchment paper or lightly grease it. This will be used to drop the Cocadinhas on once they're ready.

Mixing Ingredients: In a large saucepan over medium heat, combine the grated coconut, sweetened condensed milk, butter, sugar, and salt. If you're using vanilla extract, add that as well.

Cooking: Stir the mixture continuously for about 15-20 minutes. You want the mixture to thicken and come away from the sides of the pan. It will become sticky and dense, and it will start to pull away as a single mass when stirred.

Forming Cocadinhas: Once the mixture has reached the desired consistency, remove it from the heat. Allow it to cool just enough so that you can handle it, but it should still be warm. With wet hands (to prevent sticking), take small amounts of the mixture and shape them into small, slightly flattened balls or dome shapes.

Cooling: Place the shaped Cocadinhas on the prepared baking sheet. Allow them to cool completely, which will help them firm up. If you want them to be a bit harder, you can also let them sit out for a day to dry out slightly.

Serving: Once cooled and set, the Cocadinhas are ready to eat! Store any leftovers in an airtight container. They should keep for up to a week, though they are best consumed within the first few days.

Enjoy your delicious Cocadinhas! Remember, this sweet treat is quite rich, so they're best enjoyed in moderation.