Melt the chocolate chips, marshmallows, and margarine together in the top of a double boiler over simmering water, stirring frequently and scraping down the sides with a rubber spatula to avoid scorching. Remove chocolate mixture from heat.
Stir oats, coconut, and vanilla extract into the chocolate mixture.
Line a baking sheet with waxed paper. Drop chocolate mixture by teaspoonful onto sheet. Refrigerate until yummies are firm, at least 30 minutes.