Line two baking sheets with parchment paper and set them aside.
In a medium-sized saucepan, heat the sugar, cocoa powder, and milk over medium-low heat until all the sugar dissolves stirring often. This should take about 3 to 5 minutes.
Once the sugar is dissolved, add the butter and stir until it's melted into the chocolate. Now add the vanilla, oats, and salt to the saucepan and stir to combine.
Remove from the heat and add the shredded coconut. Stir until well combined. Pour in the milk chocolate chips and the white chocolate chips and stir them into the cookie mixture. The chips don't need to be completely melted, it's okay if they still have some shape to them once stirred in.
Use a small cookie scoop (or 1 Tbsp measuring spoon) to portion heaping scoops of the cookie mixture and then drop the cookies onto the prepared baking sheets.
Allow the cookies to cool completely and set up (you can cool them in the fridge to help speed up the process). Store in an airtight container in a cool dry place until ready to serve.
Notes
I make these cookies big and get about 24 total. If you make them smaller you can get up to 36 cookies.