Prepare the ingredients: measure out the ground biscuits, powdered sugar, cocoa powder, margarine, milk, and shredded coconut.
In a large bowl, combine the ground biscuits, powdered sugar, and cocoa powder.
Melt the margarine and pour it into the biscuit mixture. Add the milk and rum extract, then knead until you have a smooth dough.
Sprinkle half of the shredded coconut onto a sheet of parchment paper. Place the dough on top and roll it out into an even rectangle.
Sprinkle the remaining shredded coconut over the rolled-out dough. Using the parchment paper, tightly roll it up like a Swiss roll.
Wrap the roll in parchment paper or plastic wrap and refrigerate for at least 2 hours to firm up.
After chilling, slice the roll into finger-thick slices and serve.
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