Preheat the oven to 350 degrees. Line a baking sheet with parchement paper and set aside.
Process the pecans into a fine nut meal in a food processor. Add all remaining cookie ingredients and process until combined.
Use a small cookie scoop to gather up 1 1/2 tbsp. of dough and roll into a ball. Place on the prepared baking sheet. Repeat with remaining dough spacing them about an inch apart. You should get about 12 balls.
Bake in a preheated oven for 20 minutes. Remove to a cooling rack for 15-20 minutes.
Place the coconut milk in a small bowl. Roll the cookies in the bowl to coat with the coconut milk. Enjoy!
Notes:
Keep an eye on the ingredients of the coconut milk as some contain dairy as an additive.