Roughly break parle g biscuits into 2-3 pieces and take them in a mixer/blender jar. Grind to a fine powder
Take the biscuit powder in a bowl and add cocoa powder, powdered sugar and butter. Gradually add milk and form a dough. Keep aside.
For the stuffing
In a bowl, take desiccated coconut, powdered sugar, butter and 1 tablespoon milk. Mix it well and keep it aside. If you find the mixture too dry, then add little milk.
Preparing Rolls
Place the chocolate dough between 2 butter paper sheets roll it into round of medium thickness.
Place the coconut stuffing and spread it evenly to all the sides.
Roll it tightly with the butter paper. Let it be covered with the butter paper. Keep into refrigerator for about 2 to 3 hours.