Crush the biscuits into coarse crumbs and place them in a large mixing bowl. The goal is texture, so don’t overdo it—you want small, irregular pieces, not fine crumbs.
In a small saucepan, combine the milk, sweetener, and butter. Heat over medium until the mixture just reaches a boil. Remove from the heat and immediately stir in the chocolate and cocoa powder. Whisk until smooth and fully melted.
Pour the warm chocolate mixture over the crushed biscuits and stir until evenly coated. Lay a sheet of plastic wrap on a work surface and spoon the mixture along its length. Use the wrap to shape the mixture into a log, rolling and pressing it into a compact salami shape. Twist the ends tightly to seal.
Transfer to the freezer and let it firm up for about 3 hours. Once set, unwrap and roll the log in shredded coconut, pressing gently to adhere. Slice into thick rounds and serve.
Store in an airtight container in the refrigerator for up to 4 days.