1. Heat oven to 350°F. Line 36 small muffin cups (1-3/4 inches in diameter) with paper or foil baking cups. Line cookie sheet with wax paper.
2. Beat butter, brown sugar and granulated sugar in large bowl until well blended. Add egg, milk and vanilla; beat until well blended. Stir together flour, baking soda and salt; add to butter mixture, blending thoroughly. Stir in pecans, oats and coconut.
3. Drop dough by rounded teaspoonfuls (about 36) onto prepared cookie sheet. Refrigerate 5 to 10 minutes or until easy to handle. Shape each dough mound around chocolate piece, covering completely. Shape into ball; roll in choice of coatings. Place in prepared muffin cups.
4. Bake 14 to 15 minutes or until set. Cool completely in pans on wire rack. Makes about 36 cookies.