Line a large baking sheet with parchment paper.
Place 56 pretzel snaps in a single layer on the parchment paper.
Top each pretzel with an unwrapped Rolo; place in a 350 degree oven for 3 minutes.
Remove from oven; top each Rolo with another pretzel and press down slightly to create a sandwich.
Cool until set.
Melt chocolate; dip pretzel bites into chocolate to coat.
Sprinkle with toasted coconut.
Cool until set.