Yeah, I hadn't realized the correct pronounciation of coif until you told me, Ed. But the dictionary is definitely the more trusted source, particularly an etymological one that traces back the origin of words.
I have heard sallet pronounced sal-lay and gorget pronounced Gor-jay. The other two I have always heard -et as in hem-et.
That's how most people pronounce them, but Ed is right: They're English words. Just as "Helmet" is not pronounced "Helm-ay", those words are supposed to be pronounced with a hard "T". In fact, I believe in Henry VIII (though it might be one of the other Shakespeare Henry's, I can't remember off of the top of my head) there's a play on words where a person is confusing the word "sallet" and "salad"... and that only makes sense if you pronounce "sallet" with a hard "T".
Of course, the moment you start saying them correctly, you have to deal with everyone "correcting" you all the time.