Have cruised to Coz several times the past few years.
The best beach I've found there is PARADISE BEACH. (about a 15 minute taxi ride).
Here you'll find a beautiful (very clen) beach, with excellent food available, a full bar, lockers, water toys for rent, massages on the beach, as well as hammocks beneath swaying palm trees available for relaxation.
Last time I was there there was a small charge for admission ($10 USD) which included a lounge chair with umbrella.
In my opinion this is the BEST beach in the area.
Taxis are readily available at the entrance when you're ready to return to your ship.