Preheat oven to 325°F (170°C). Line 2 rimmed baking sheets with parchment paper.
In the bowl of a stand mixer, stir oil by hand until softened and smooth. Add sugars and cream cheese; using the paddle attachment, beat at medium speed until fluffy and combined, 1 to 2 minutes, stopping to scrape sides of bowl. Beat in egg yolk. Beat in orange zest and juice and vanilla.
In a medium bowl, whisk together flour, baking powder, baking soda, and salt. Add flour mixture to sugar mixture all at once; beat at low speed until nearly combined. Add 1½ cups (126 grams) flaked coconut; beat just until combined.
In a small shallow bowl, place remaining ¾ cup (63 grams) flaked coconut.
Scoop dough by tablespoonfuls (about 18 grams each), and roll into balls; Roll each ball in the bowl of coconut to coat. If the coconut isn’t sticking well, lightly dampen your hands to roll the dough and then roll in the coconut. Flatten into 2-inch rounds, pressing together any cracks in edges; place at least 1 inch apart on prepared pans.
Bake, one pan at a time, until bottoms are lightly golden and edges and tops are just set but cookies still seem soft and slightly underdone, 8 to 12 minutes, rotating pan halfway through baking. Let cool on pan for 5 minutes. Remove from pan, and let cool completely on wire racks.
Place Chocolate-Mocha Filling in a pastry bag fitted with a ¼-inch round piping tip (Wilton No. 10); pipe filling onto flat side of half of cookies. Place remaining cookies, flat side down, on top of filling.