Heat oven to 350°F. Combine coconut, cookie crumbs, and macadamia nuts and set aside.

Whisk together coconut milk and rum.

Remove core from each pineapple and discard.

Arrange pineapple quarters skin-side down on a parchment-lined baking sheet and brush with half the rum mixture.

Cover each quarter with half of the coconut mixture; pressing to adhere.

Drizzle the remaining rum mixture over the pineapple quarters and place in oven.

Roast until coconut is toasted and pineapple is warmed through, about 10-12 minutes. Serve immediately with ice cream if desired.