Stir together oats, milk, yogurt, chia seeds, cinnamon, honey, and vanilla.
Add half of the oatmeal mixture to the bottom of the jars. Toss banana slices in orange juice to keep them from browning. Disregard unused orange juice. On top of the oatmeal mixture add half of the banana slices then half of the berries. Repeat layering in both jars. Top with shredded coconut.
Screw on the lids and place in the fridge overnight.