Is the word coxinha the same in Brazilian and European Portuguese?

No.

While both dialects use "coxinha" to refer to the same savory fried snack, there is a significant difference in usage and meaning. In Brazil, "coxinha" is a common slang term used to describe a person who is "uptight," "snobby," or "pretentious"—specifically someone who acts overly "proper" or follows rules to an annoying degree. In Portugal, the word is used almost exclusively to refer to the food itself, and people would use different adjectives (such as certinho or fresco) to express the idea of being uptight.

Brazilian Portuguese Examples

1. "Eu quero uma coxinha e um guaraná, por favor." (I want a coxinha and a Guaraná, please.)
2. "Aquela menina é muito coxinha, não gosta de se sujar." (That girl is very uptight, she doesn't like to get dirty.)
3. "Fui na padaria e comprei várias coxinhas para o lanche." (I went to the bakery and bought several coxinhas for the snack.)
4. "Ele é todo coxinha, só usa roupas de marca." (He is such a snob, he only wears brand-name clothes.)
5. "Não seja tão coxinha, vem dançar com a gente!" (Don't be so uptight, come dance with us!)

Continental Portuguese Examples

1. "Eu quero uma coxinha e um sumo, por favor." (I want a coxinha and a juice, please.)
2. "Aquela rapariga é muito certinha, não gosta de se sujar." (That girl is very proper/uptight, she doesn't like to get dirty.)
3. "Fui à pastelaria e comprei várias coxinhas para o lanche." (I went to the pastry shop and bought several coxinhas for the snack.)
4. "Ele é muito fresco, só usa roupa de marca." (He is very fussy/pretentious, he only wears brand-name clothes.)
5. "Não sejas tão certinho, vem dançar connosco!" (Don't be so proper, come dance with us!)