In a blender, blend together cookies and milk, adding milk gradually, until a cookie dough-type texture forms.
Shape the dough mixture into balls and place on a baking sheet. Let chill in the refrigerator for 1 hour.
In a bowl, add chocolate (if you use compound chocolate, break it up into pieces first) and coconut oil (or clarified butter), and heat in a microwave for 30-40 seconds. Remove from microwave and stir until combined.
Dip the cake pops into the melted chocolate. Garnish with chocolate shavings.
Insert a lollipop stick into each pop.
