Decorate the rims of your glasses with chocolate sauce and chocolate chips. Chill the glasses in the freezer while you make the milkshakes.
Combine the milk, coconut ice cream, and pineapple chunks in a blender and mix on high. Pour the milkshakes into the prepared glasses, and garnish each with two pretzel rods (for arms) and 1 carrot (for a nose). Top with whipped cream, coconut shavings, and chocolate chips (eyes made out of coal).