Preheat the oven to Fan 170 degrees Celsius.
In a large bowl, put all of the dry ingredients (oats, flour, coconut, soda, salt, sugar) and mix well.
Cut the room temperature butter into small pieces and add to the dry mixture, together with the vanilla and milk; use your hands to mix well.
In the beginning, it may feel like there are not enough wet ingredients to mix all of the dry ones, but the more you work the dough, the more dry ingredients you will be able to incorporate into it.
Once the whole dough is homogeneous, divide into 25 balls, and gently squeeze into about 6mm thick biscuits. Lay on a baking tray lined with baking paper, well spread, leaving about 2cm between cookies.
Bake in the preheated oven for about 17 minutes (depending on the oven it may take anything between 15 to 20 minutes). Take out and rest before eating.