In a medium microwave safe bowl, place the butter and chocolate chips in microwave, stirring every 30 seconds until melted. Whisk in the sugar until well combined. Then whisk in the vanilla. Lastly, whisk in the egg until combined.
In another bowl, whisk flour, cocoa, salt and soda until combined. Stir flour mixture into the chocolate mixture. Beat with a mixer until the dough comes together as a solid. Transfer the dough to a sheet of wax paper. Shape into a log about 2 1/2 inches in diameter. Place log along the edge of the wax paper and roll. Shape as you roll to obtain a smooth cylinder. Twist ends of paper to secure and help keep the shape compact. Refrigerate at least two hours or until firm. If the log settles and flattens on one side, rotate every 15 minutes or so to maintain a round shape.
While the dough chills make the cream filling. In a mixer, beat the butter until smooth and creamy. Add sugar, vanilla and salt, beat until smooth. Cover and set aside until ready to assemble the cookies.
Heat oven to 325 degrees and line baking sheet with parchment paper.
Remove the dough from the fridge and cut dough into quarter inch thick slices and place on prepared baking sheet (I recommend slicing these cookies on the thinner side to avoid GIANT Oreo Sandwiches). Bake for about 12-18 minutes or until cookies are firm to the touch. Just watch them because it’s hard to tell by looks if they are done especially since they are so dark to begin with. If your cookies are thin circles, they will only need 12-15 minutes and if they are thicker circles they will need closer to 18-20 minutes.
While the cookies are cooling, make the coconut caramel. Mix all ingredients except the toasted coconut in a medium saucepan over medium-low to medium heat. Cook while whisking gently for 5 to 7 minutes, until thicker. Turn off the heat and stir in the toasted coconut.
To assemble the cookies, spread a little of the coconut caramel on half of the cookies. Now spread the cream filling on the remaining cookies. Now take the peanut butter and spread it over top of the coconut caramel. Sandwich the coconut/peanut butter cookies with the cream cookies. If desired, you can now dip the cookies into melted chocolate, place on a waxed paper lined baking sheet and then place in the fridge to harden. Store the cookies in an airtight container in a dry, cool place.