The centre-back had a hand stuck out when the ball bounced awkwardly to give Port Vale a 12th-minute penalty that was converted by Paul Harsley.
Then, going up for a corner, Coles stuck out a knee to connect with a downward header from Craig Hinton.
Both goals were in keeping with a terrible bumpy pitch and an icy wind.
Anchored to the bottom of League One, with one win in 11 games, Vale had made eight January signings to none by Rovers.
But with Harsley providing a decent service from midfield they held a good shape going forward without finding the ammunition for top-scorer Luke Rodgers to add to his ten goals.
Rovers were more route one but threw away their chances when they got in behind a fragile defence.
Twice Rickie Lambert put his partner, Andy Williams, through but each time Vale were allowed off the hook.
Williams outpaced defenders for the first chance but his shot strayed off course. He went to the other side of goal in his second break but this time hit the post.
The Memorial Ground has been a lucky one for Port Vale, where they have left winners on their three previous visits. They had visions of winning again when an unchallenged Keith Lowe headed them back into the lead from a 64th-minute corner.
It was a desperate moment for Rovers coach Paul Trollope. He reacted by sending-on all his subs, although his changes were not well received by the crowd.
But they worked as his side surged to an unlikely win. Chris Lines scored the equaliser in the 81st minute, his left-foot shot bouncing in off the post as he lay on the ground.
The winner, which left the visitors forlorn, was controversial. Harsley bitterly contested a ruling that he had handled, but Lambert stepped up to hammer a penalty past Joe Anyon for his 13th goal this season.