Thanks to Smaz for providing this guide and the descriptions and images that follow.
Doll #1
On the mission of collecting Coco's parts (and on the pathway near the other house), you'll run away from the screen after a small wooden pier-like section. There will be some raised platforms to the left and the right, in this area. The platforms on the right lead to the first Wumpa doll. A teleporter from Mount Grimly also leads to this area.
Doll #2
Not long after the first doll will be a side-on section with platforms which are weighted with some others which are timed in staying up. After the weighted platforms, fall off, to the left, in order to find a Wumpa doll lodged in a tall rockface platform. If you miss it, that's fine - you can simply hop back up using the rocks, below.
Doll #3
This one's dead easy to find. You will find a small spinning button on the floor, after climbing a watery cliff section. Spin by turning the analog stick whilst on the button, in order to drop the gate and reach the doll.
Doll #4
After the vine section, you will come across a gate which has to be opened. Open it, head through it, and then immediately to the left you will find a small ledge which you can run across or wall-run across. Once done so, you will find another Wumpa doll.
Doll #5
Upon where Coco's final machine part is, there will be a rocky section in which you can jump up, to the right and left. Head to the top to find a weighted platform in the shape of an arrow. Carefully navigate across it, without falling off, in order to reach the doll. A second co-op player is useful, but not necessary.