In a bowl, mix yogurt with shredded coconut and a drizzle of maple syrup until smooth and creamy.
Quickly dip each cookie in milk for a few seconds to moisten them.
Place a moistened cookie as the base layer in a small jar or serving dish. Spoon a layer of the coconut yogurt mixture on top of the cookie. Repeat this layering until you reach the desired height, ending with the yogurt mixture on top.
In a separate small bowl, mix cocoa powder, water and a touch of maple syrup. Stir until smooth and well combined.
Spoon the cocoa cream mixture over the last layer of yogurt.
Enjoy immediately, or chill for a few minutes for a firmer texture.