Heat oven to 350°F. Line 12 muffin cups with paper baking cups. In large microwavable bowl, break up cookie dough. Microwave on Medium 30 to 40 seconds, just until softened.
Beat in cream cheese until well blended. Stir in coconut. Spoon dough evenly into muffin cups.
Bake 30 to 35 minutes or until muffins are golden brown and toothpick inserted in center comes out clean. Carefully pour 1 to 2 teaspoons liqueur over each warm muffin. Cool 5 minutes. Remove from muffin cups. Serve warm or cool.