Melt the butter in the microwave in 30-second intervals until fully melted. Add the Golden Oreo cookies to a food processor and pulse until fine crumbs form.
Stir the melted butter into the cookie crumbs until evenly combined. Press the mixture firmly into the bottom and slightly up the sides of a pie dish. Place the crust in the freezer while you prepare the filling.
In a large mixing bowl, whisk together the vanilla pudding mix and milk until smooth and slightly thickened. Gently fold in one-third of the Cool Whip along with the shredded coconut until fully combined.
Pour the filling into the chilled crust and smooth the top. Refrigerate for at least 4 hours, or overnight for best results, until set.
Before serving, spread the remaining Cool Whip evenly over the top and sprinkle with toasted coconut. Slice and serve chilled.