In a mixing bowl, combine the cream cheese, Greek yogurt, vanilla extract, coconut sugar, and egg. Using an electric mixer, beat the ingredients together until the mixture is smooth and creamy, with no lumps remaining.
Line your baking pan with parchment paper for easy removal. Pour the cheesecake mixture into the prepared pan, smoothing the top with a spatula. Refrigerate for at least 2 hours or until set.
Once the cheesecake has set, remove it from the refrigerator. Using a cookie scoop or spoon, portion out small bites from the cheesecake. Bite-sized pieces are ideal.
In a microwave-safe bowl, combine the dark chocolate and coconut oil. Heat in the microwave in 30-second intervals, stirring in between, until completely melted and smooth.
Using a fork, dip each cheesecake bite into the melted chocolate, allowing any excess to drip off. Place the coated bites back onto the parchment-lined baking sheet.
Once all the bites are coated, place them back in the refrigerator for about 30 minutes to allow the chocolate to set.
Once the chocolate has hardened, your Chocolate Covered Cheesecake Bites are ready to be enjoyed! Serve them chilled and watch them disappear.