Preheat oven to 250 degrees Fahrenheit.
In a large mixing bowl, separate egg whites from yolk and add the whites into the bowl.
Add in sea salt and whisk together.
Pour in coconut milk and sugar and whisk together.
Grate orange zest into mixture, juice from orange and shredded coconut. Fold mixture to combine until soft batter forms.
Roll into balls and place on non-stick baking sheet.
Bake for 20 minutes and enjoy!