Un-wrap the Oreos and gently twist to separate one cookie top from the other cookie + icing. It's okay if some don't come off perfectly; that's normal; enough will separate well.
In a food processor or blender, add in 1 cup coconut and a swirl of pink food coloring. Pulse until the coconut is in smaller pieces (but still has good texture -- you don't want it in complete crumbs) and dyed pink. Transfer to a shallow dish.
In a microwave-safe bowl, melt the white chocolate chips in bursts of 15 seconds, stirring in between each "burst" until completely melted and smooth.
Roll a miniature marshmallow in the melted white chocolate and then roll the chocolate-coated marshmallow in the coconut mixture until completely covered.
Use the white chocolate to "paint" on the back of the feet and adhere them to the cookie. Use the white chocolate to attach the "tail." Allow the chocolate to firm up.