Preheat an outdoor grill to medium-high. Oil the grates well.
Grill pineapple for about 2-3 minutes, turning occasionally, until nicely charred. Remove from heat.
Toast marshmallows until golden or charred, depending on your preference.
Place a pineapple slice on top of a cookie and 2 maraschino cherries inside the hole, followed by a toasted marshmallow and a section of chocolate. Sprinkle with a little toasted coconut and top with another cookie; press gently.
Nutritional information given is an automatic calculation and can vary based on the exact products you use and any changes you make to the recipe. If these numbers are very important to you, I would recommend calculating them yourself.