Whisk all ingredients, except vanilla extract, in a medium saucepan until completely smooth. Place over medium heat and bring to a gentle boil. Stir for 6 to 8 minutes or until it's thick enough to coat the back of a spoon. Remove from heat and cool for about 20 minutes, then pour through a fine mesh strainer into an airtight container and place in fridge for at least 2 hours until completely cooled. (You can whisk in some water if it gets too thick once cooled.)

Preheat oven to 350 degrees F (180 C) and line 1 or 2 baking trays with parchment. Combine sugar, salt, and coconut oil in the bowl of a stand mixer and beat until combined. Add the milk and vanilla and mix until creamed. Mix in flour and coconut shreds just until the dough comes together.

Divide the dough in half and roll out each half on a lightly floured surface. Cut into 1/2 x 4 inch sticks (or any desired shape) and place them about 1/4 an inch apart on prepared tray. Place in oven and bake cookies for 8 to 10 minutes just until they are slightly browning on edges. Remove and cool for at least 5 minutes before serving.

Once your pudding and cookies have cooled, layer desired jars or bowls with pudding, broken cookie pieces, chocolate, and almonds. If making ahead you can store parfaits in fridge until ready to serve. Use the extra cookies for dipping into pudding!