Line baking sheet with parchment paper.
Using a hand mixer or stand mixer, beat coconut oil, powdered sugar, coconut milk, and vanilla in a mixing bowl until a thick, non-sticky dough is formed.
Roll dough into a log, wrap in parchment paper, and freeze for several hours or overnight until firm.
Slice quarter-inch thick slices of dough and place on lined sheet.
Melt chocolate and add evoo (this will keep the candy shiny). Cool chocolate slightly.
Scoop dough round on a fork and dip in melted chocolate. Transfer to baking sheet and repeat with remaining rounds. Refrigerate to set up chocolate.
Serve candies at room temperature.