Combine the vodka, rum, coconut creme, egg white, vanilla extract, and ice together in a cocktail shaker and shake to incorporate.
Place the chocolate sauce in a plate. Rim the glass in the chocolate sauce and garnish with the macaroon cookie.
In a tall glass container, combine the vanilla beans and vodka. Cover and steep for 3 days.
Consumption of raw or undercooked eggs, shellfish and meat may increase the risk of foodborne illness.