You'll want to simmer the milk and semolina until it turns nice and thick so it holds together later, then make sure to chill it before rolling. If you try shaping it while it's still warm or runny, the balls will just flatten out; if it sits too long and gets overly stiff, it might start cracking on you.
A great trick is to keep your hands slightly damp so the dough doesn't cling to your skin. Roll each one thoroughly in desiccated coconut and bring them out chilled, once the semolina has set up completely and the coconut holds tight.
