In bread machine pan, place the first 10 ingredients in order suggested by manufacturer. Select dough setting (check dough after 5 minutes of mixing; add 1-2 tablespoons of water or flour if needed). Just before final kneading (your machine may audibly signal this), add coconut.
When cycle is complete, turn dough onto a lightly floured surface. Cover and let rest for 10 minutes. Divide into 15 portions; roll each into a ball. Place in a greased 13x9-in. baking pan.
Cover and let rise in a warm place for 45 minutes or until doubled. Bake at 375° for 15-20 minutes or until golden brown.
