Wrap the tortillas in a damp paper towel and microwave on high for 45 seconds.
Cut the banana in half crosswise. Slice each half lengthwise into quarters, forming about 3-inch sticks. Lay the flour tortillas on a flat surface. Spread a thin layer (about 1 tablespoon) dulce de leche over the tortillas, leaving 1/2-inch border around the edge. Sprinkle with 1 tablespoon coconut. Place a banana stick at the edge, roll up the tortilla and secure closed with a toothpick. Repeat with the remaining bananas and tortillas.
In a large skillet, add enough canola oil to come 1/2 inch up the side of the pan and heat over medium-high heat (the oil should be at 350 degrees F). Working in batches, place the tortilla rolls seam-side down in the oil and fry until golden brown, 1 to 2 minutes per side. Remove from the oil and drain on a paper towel-lined plate or sheet pan.
Stir together the hot coffee with the chocolate sauce. Remove the toothpicks from the taquitos, drizzle with some of the chocolate sauce and serve with remaining chocolate sauce on the side.