Preheat the oven to 350 degrees F.
In a large bowl, combine all dry ingredients (minus shredded coconut).
In a separate bowl, mix together butter & sugar. Add egg, vanilla, pineapple and coconut milk.
Slowly mix together wet and dry ingredients.
Stir in shredded coconut.
Create 1 inch balls with batter, and place on a prepared baking sheet (I used parchment paper).
Bake for approximately 10-12 minutes.
Remove and let cool.
To create glaze, whisk together powdered sugar, coconut milk and rum. Once creamy, drizzle on top of cooled cookies.
Top with additional shredded coconut, if desired.