Preheat oven to 375°F (190°C). Line two baking sheets with parchment paper or silicone baking mats.
In a large mixing bowl, whisk together the oats, flour, brown sugar, shredded coconut, baking powder, and salt.
Add the softened butter, milk, and vanilla. Stir with a wooden spoon until a thick, sticky dough forms. Avoid overmixing.
Using a 2-tablespoon cookie scoop, portion the dough and roll into balls.
Place the dough balls 2 inches apart on prepared baking sheets. Dip a fork lightly in milk and press each cookie with a crisscross pattern to flatten slightly.
Bake for 10-12 minutes, or until the edges are lightly golden and the centers are set.
Allow cookies to cool on the baking sheet for 5 minutes before transferring to a wire rack to cool completely.
Notes
Use old-fashioned rolled oats for the best texture.
Room-temperature butter mixes more evenly into the dough.
Do not overmix the dough or the cookies may become dense.
For softer cookies, remove them when the centers still look slightly underdone.
Store in an airtight container for up to 5 days.
Freeze baked cookies or unbaked dough for up to 2 months.