1. Preheat oven to 400 degrees fahrenheit.
2. In a bowl, add the shredded coconut, pecans, sweetened condensed milk, vanilla extract and mix well together for 2-3 minutes.
3. Roll into small balls and arrange on parchment paper lined tray.
4. Pop into the oven for 15-20 minutes.
5. Remove from oven and let them sit for 10 minutes.