Preheat oven to 350 °F. Line a baking sheet with parchment paper. In a large bowl, whisk together the honey and the egg whites. Add the almonds, shredded coconut, and vanilla to the bowl, and mix everything together. Form the dough into individual macaroons. Drop each cookie onto the prepared sheet and place in the oven. Bake the macaroons until the bottoms are golden brown, about 12 to 14 minutes.