In a food processor, pulse the girl scout cookies until fine crumbs form. (Be careful not to over process or they will become a big ball of goo.) Transfer to a medium bowl. Stir in the ricotta and confectioners' sugar. Set aside.

In a separate bowl, beat the heavy cream until stiff peaks form. Fold the cream into the ricotta mixture until blended and transfer to a piping bag or ziplock bag with the corner snipped off. Pipe the mixture into the cannoli shells and place on a wire rack.

Melt the chocolate in a microwave safe bowl in 30 second increments until smooth. Transfer to a ziplock bag and snip off the corner. Drizzle the chocolate over the shells.

Warm the caramel sauce in the microwave for 20 seconds. Transfer to a ziplock bag and snip off the corner. Drizzle the caramel sauce over the shells. Sprinkle the cannoli with the coconut and allow the toppings to set.

Store in an airtight container in the refrigerator for up to 24 hours or enjoy immediately.