In a large mixing bowl, combine the mini marshmallows, light corn syrup, a pinch of salt, shredded coconut, and vanilla extract. Use a spatula to mix everything together until well combined. The mixture should be sticky and hold together.
Using your hands, take small portions of the coconut mixture and shape them into rectangles or bars, about 1 inch wide and 2 inches long. Place them on a parchment-lined baking sheet. You should have around 12-15 bars.
Press one whole roasted almond into the center of each coconut bar.
Place the baking sheet in the refrigerator for about 30 minutes to allow the bars to firm up.
While the coconut bars are chilling, melt the semi-sweet chocolate using a double boiler over low heat or in the microwave in 30-second intervals, stirring in between until smooth.
Once the coconut bars have set, remove them from the refrigerator. Using a fork, dip each bar into the melted chocolate, coating it thoroughly. Allow any excess chocolate to drip off before placing the bars back on the parchment paper.
After dipping all the bars, place the baking sheet back in the refrigerator for about 15-20 minutes, or until the chocolate has completely set.