In a medium bowl, whisk together the chia seeds, coconut milk, milk, maple syrup, and vanilla extract until fully combined. Let the mixture sit for 10 minutes, then whisk again to prevent clumping.
Cover and refrigerate for 4 to 5 hours, or overnight, until the mixture thickens to a pudding consistency. If too thick, stir in a splash of additional milk before serving.
Spoon the chia mango pudding into bowls or jars and top with Greek yogurt, fresh mango, and shredded coconut. Serve chilled.