Prepare a 9x13 pan by lining it with foil and spraying the foil with nonstick cooking spray.
In a large mixing bowl, stir together the condensed milk, salt and vanilla with a spatula or wooden spoon.
Sprinkle in the powdered sugar gradually until it is well incorporated, then add the coconut and stir until combined.
Press the candy into the prepared pan in an even layer. You may not use the whole pan if you prefer a thicker coconut candy. While the candy is still soft, press the whole almonds into the tops at even intervals to embed them slightly in the candy. Place the pan in the refrigerator to set the candy, about 1 hour.
Once firm, remove from refrigerator and use a sharp knife to cut the candy into small rectangles.
Microwave the chocolate with the shortening in a microwave safe bowl until melted, stirring every minute.
using dipping tools or two forks, immerse the coconut bar completely in the chocolate and then bring it up, dragging it on the lip of the bowl to remove excess chocolate. Place it on a foil lined baking sheet and repeat with the remaining candy.