* Personally, I would toast the coconut either at the same time as I cook the custard, or on the already hot burner once the custard is done. I like to save time when I can.
** Whisk the coconut pudding once in a while so a skin doesn't form on the top of it.
This is a fabulous make ahead dessert. You can make all the different parts a day or two ahead of time, assemble it hours ahead of time and it will be perfect!