Preheat oven to 350 degrees F (175 degrees C). Grease cookie sheets or line with parchment paper.
In a clean and dry glass or metal bowl, beat egg whites until soft peaks form. Gradually add sugar while continuing to whip until stiff peaks form. Fold in cereal, coconut and vanilla. Drop by heaping spoonfuls onto the prepared cookie sheets.
Bake for 15 to 20 minutes in the preheated oven, until firm. Allow to cool completely before removing from cookie sheets.
