For the truffles: Place the chocolate in a heatproof bowl over a saucepan with an inch of barely simmering water. Stir occasionally till the chocolate is melted and smooth. Remove from the heat.
Place the brownies and any crumbs in a food processor. Pulse to break up. Transfer the crumbled brownies to the bowl with the melted chocolate and stir with a rubber spatula or a spoon until combined. Scrape the mixture into a bowl or small baking pan.
For the coatings: In a shallow bowl, combine the sugar, lime zest and chili powder. Place the pretzels in another bowl and the coconut in a third bowl.
Scoop up small marble-size balls of the chocolate mixture and roll in your hands to smooth the surface. Roll the balls in the coating of your choice. Chill the truffles on a baking sheet in a single layer.
You can prepare all three coatings if you like, or choose just one or two to roll your truffles in.