Place the chicken in a large bowl. Pour enough of the coconut milk over the chicken to completely cover; refrigerate 3 hours.
Preheat oven to 375 degrees F (190 degrees C).
Combine the breadcrumbs, gingersnap cookies, and coconut in a bowl. Dip each chicken piece in the beaten egg and then cover with the breadcrumb mixture. Arrange coated chicken pieces in the bottom of a 9x13 casserole dish. Scatter the butter pieces over the chicken. Pour enough coconut milk into the dish to cover the bottom of the dish.
Bake in the preheated oven until the chicken is no longer pink, about 40 minutes.