Preheat oven to 350°F (175°C). Line baking sheets with silicone liners or parchment paper.
Whisk together the flour and salt. Set aside.
Place the eggs in a bowl. Place the coconut in another bowl. Set aside.
Using an electric mixer on medium speed, beat the butter and sugar until light and fluffy. Mix in the vanilla.
Reduce mixer speed to low. Gradually add the flour mixture, mixing just until combined. Dough will be crumbly.
Using a tablespoonful of dough at a time, press the dough in your hands to form balls.* Roll each ball in beaten egg, and then roll in coconut. Place the balls on the prepared baking sheets. Use the handle of a wooden spoon to make an indentation in each cookie.
Bake the cookies for 10 minutes. Then, remove the pan from oven, and use the handle of a wooden spoon to make indentations again.
Bake the cookies 8 to 10 more minutes, or until cookies are golden brown. Cool the cookies on pans on wire racks.
Place the caramels and cream in a small saucepan. Cook over medium-low heat until mixture is smooth.
Spoon the caramel into cookie indentations. Sprinkle with sea salt. Allow the caramel to set before serving.
Notes
*The dough is very crumbly. Squeeze it in your hand for a few seconds to get it to hold together. Then, you should be able to roll it into a ball.