In a heavy-bottomed saucepan, combine the Shredded Coconut, Whole Milk, Granulated Sugar, a pinch of Salt and about 1/2 to 1 teaspoon of Cinnamon. Stir to distribute the ingredients evenly.
Place the pan over medium heat and bring the mixture to a gentle simmer, stirring often so the sugar dissolves and the coconut begins to soften.
Lower the heat and continue to cook, stirring frequently, until the liquid has mostly evaporated and the mixture is thick, glossy and holds together when pressed with a spatula (about 15–25 minutes depending on stovetop and pan).
Remove the pan from the heat and stir in the Butter until melted and incorporated, then add the Vanilla Extract and mix well.
Sprinkle in a small pinch of Baking Soda and stir vigorously—the mixture will foam slightly and become lighter in texture; work quickly to combine.
Using a spoon or small cookie scoop, drop portions of the hot cocada onto a parchment-lined baking sheet, shaping into rounds or mounds as desired.
Allow the pieces to cool and set at room temperature until firm (about 30–60 minutes). Once set, store the cocadas in an airtight container at room temperature for up to several days.
