Heat oven to 325° F with the racks in the upper and lower thirds.
Whisk together the confectioners’ sugar, cocoa powder, and salt in a medium bowl. Add the chopped pecans, egg whites, condensed milk, and vanilla extract and mix until just combined. Fold in the coconut and chocolate chips.
Drop 2 heaping tablespoonfuls of the dough 2 inches apart onto the prepared baking sheets.
Bake, in batches, rotating the baking sheets halfway through, until firm around the edges, 18 to 22 minutes. Cool slightly on the baking sheets, then serve warm or transfer to a wire rack to cool completely.
Storage suggestion: Keep the cookies at room temperature in an airtight container for up to 5 days.