Oops, I misunderstood what he was saying. No, I think of strawberries covered in chocolate as being completely covered in chocolate, while strawberries dipped in chocolate are only partly covered by the chocolate.
About the use of に, it modifies ありません, 来ます, and できた, respectively. I think it's just a "Japanese thing" as to why they modify the verb instead of the nouns. I can't do any better than that for you right now.