Here's what I learned about baking with coconut flour:
It's not a one-for-one substitution for flour. You can't just straight-up replace regular flour with coconut flour. A little coconut flour goes a long way. I used only 1/3 cup of coconut flour to make 10 cookies.
Lots of hydration is needed. Coconut flour absorbs lots of moisture, so you'll need way more eggs or other forms of moisture than normal to hydrate coconut flour.
Coconut flour doesn't spread. Once I scooped the cookie dough onto the baking sheet, I gently spread the mounds out into the thickness and size of the cookie I wanted since the mixture doesn't spread during baking.
Thoroughly mix coconut flour. To make sure the end product is evenly textured, really hydrate and mix the coconut flour together well with the other ingredients. Since there's no gluten, you don't have to worry about the final product being tough.