Stir together the coconut, gingersnap cookies and macadamia nuts. Set aside.
Whisk together the sweetened condensed milk and dark rum. Set aside.
With a sharp knife, slice the pineapple in half lengthwise with leaves intact. Cut the core from each pineapple half and discard. With a small sharp knife, carefully cut the remaining pineapple out of the shell. Cut into 1-inch cubes. This does not have to be perfect looking as it will be covered up.
Arrange the pineapple halves skin side down on a rimmed baking sheet. Fill with the pineapple cubes.
Drizzle with half of the sweetened condensed milk mixture. Sprinkle heavily with the coconut mixture. Drizzle with the remaining milk mixture.
Bake at 325°F for 20-25 minutes or until golden brown and bubbly. The longer this is in the oven the better. Keep in until the coconut and nuts are browned well but not burned. I baked mine for 25 minutes and I watched it very carefully. Loosely cover with foil the last 10-15 minutes if the coconut starts to get too brown. I like the pineapple hot and bubbly.