Crumble the palm shortening into the flour mixture and combine using a fork.
Pour 1/2 cup coconut milk into the flour mixture, adding 1-2 Tbsp additional if dough does not seem moist.
Allow dough to chill in the refrigerator 20 minutes. While dough is chilling, begin making the filling.
For the filling:
Heat coconut oil in a saute pan over medium low heat. Add diced onions and sea salt. Stir occasionally until caramelized.
Add minced garlic and cook another 5 minutes. Remove from heat and let cool slightly.
Add remaining filling ingredients to cooked onions and stir to combine. Set aside until dough is ready.
For the bites
Remove dough from fridge, and divide into 3 equal portions. Using two sheets of unbleached parchment paper, one under the dough and one on top, roll out one portion of dough at a time to about 1/4" thickness.
Optional: After rolling the dough out to about 1/4" thick, I then folded it in on itself to make a square shape. I think this helped to reduce less waste since the rolled dough ended up in a square shape instead of a circle, but it also helped to create a flaky crust. This is totally optional, though.
If you skip step 2, remove the top layer of parchment and cut the edges of the dough with a pizza cutter to make the dough form a square shape. Add a small ball (about 1") of filling to one corner of the dough, leaving about a half inch of dough around it. Using the parchment paper, fold the dough with the filling back towards the center of the square, creating a triangular pocket. Cut the dough and use a fork to seal the edges.
Use a spatula to transfer the pocket to a parchment lined baking sheet. Use a sharp knife to cut two slices on the top of the pocket. Add a sprinkle of coarse sea salt to top. Repeat for remaining pockets.
Bake in a 375 degree oven for about 25 minutes, or until the pockets are golden brown.