Fill a small saucepan with water and bring to a simmer. Roughly chop the chocolate and coconut fat into a bowl and place on top of the steaming saucepan of water and stir constantly until the ingredients have melted, add the vanilla sugar and mix together then remove from the heat.
Place a freezer bag cut open to double its size into a bead baking tin. Layer the gluten-free biscuits into the bottom (breaking some to form a layer if needed), leaving a small gap at each end then pour over just enough of the chocolate mixture to cover the layer of biscuits. Repeat until the chocolate mixture is used up, you want to end up with a chocolate layer on top so you do not see any biscuit. Cool in the fridge for 3 to 5 hours.
Use the freezer bag and a knife to free the cold dog from the tin, upend and remove onto a plate then carefully remove the freezer bag. Cut the cold dog into slices while still cold, serves up to 15 children.