Combine the tapioca flour (you can substitute arrowroot flour/starch) with the salt and 1/4 cup of the coconut flour in a medium bowl. Mix well.
Pour in oil and warm water and stir. Add the whisked egg and continue mixing until well combined.
If the mixture is too thin you should add one or two more tablespoons of coconut flour – one tablespoon at a time – until the mixture is a soft but somewhat sticky dough.
Use a spatula or large spoon to scoop out about two tablespoons of the dough and roll into balls. You will be making about 10 rolls. Use extra tapioca flour in the palms of your hands so the dough does not stick.
Place each roll of dough onto a greased baking pan, parchment paper or one covered with a Silpat (what I used)