A cozzie is a swimming costume: the thing you wear to swim. It is informal British and Australian talk, the sort of word you say when you are packing for the beach, not when you are writing a shop label. Americans do not use it; they say swimsuit or bathing suit. You will also see cossie, which is the same joke of a word with a slightly older look. Nobody is being fancy here — it is just costume, shortened and made playful, then spelled with a z by some writers. One cozzie, two cozzies. Keep it for speech and casual writing.