The chocolate will set up if it’s heated well, if it’s not hot enough it will remain soft. If you have limited experience with chocolate you can use chocolate candy melts (I don’t typically prefer the taste, but it will give you a simple starting point) you can test the chocolate by making 1 or 2 allow them to cool, if they aren’t hard and the chocolate smooth, reheat the chocolate until you reach that effect.

You can use vegan cream cheese or another binder you’d prefer, you can’t leave it out without replacing it as the ingredients will not hold together otherwise. Maybe 1/4 cup-1/2 cup vegan condensed milk will work, you can add more coconut to get the right consistency.

You can certainly add more powdered sugar to make them “thicker” or more firm, roll them in powdered sugar if that helps let them absorb the powdered sugar for a few minutes then freeze until they are cold and hold their shape, then dip in chocolate. (The added moisture can come from type of cream cheese, brand to brand can have a different water content, next time blot with paper towel to absorb added moisture, the weather, more humidity in air or wet rainy day can sometimes affect how items mix) room temperature cream cheese should be cool to tough not warm, left out of fridge for 30-45 minutes, and as you mix with powdered sugar add a tablespoon as needed until the texture needed to scoop is desired.
Hope that helps! I am glad they taste good though!

The flavor of the cream cheese in these is not overwhelming as the coconut extract as sweetened coconut are the star here. If you want them to have a cheesecake flavor I’d suggest leaving out all the coconut and doubling up on the vanilla flavor for a more cheesecake flavor and alternatively they sell cheesecake extract which could be added too.