Press cookie dough into cookie shot molds. Bake on a sheet tray for 20 to 25 minutes. Remove and cool completely.
Heat chocolate and coconut oil in a medium bowl over a double boiler. Slowly stir until completely melted. Remove from heat. Poor a spoonful of chocolate into shot glasses, moving it around so it coats the inside.
Dip the top of the cookies into the melted chocolate, making sure some of it gets on the sides, then dip into sprinkles. Place on a small sheet tray. Chill in the freezer for 10 to 15 minutes until chocolate is set.