Heat oven to 350°F. In small bowl, beat cream cheese, sugar and egg until smooth. Stir in coconut.
In ungreased 9- or 8-inch square pan, break up half of cookie dough. With floured fingers, press dough evenly in bottom of pan to form crust. Spread cream cheese mixture over dough. Crumble and sprinkle remaining half of dough over cream cheese mixture.
Bake 35 to 40 minutes or until golden brown and firm to the touch. Cool 30 minutes. Refrigerate at least 2 hours until chilled. For bars, cut into 4 rows by 4 rows. Store covered in refrigerator.