In a medium saucepan, combine sugar, cornstarch, and salt. Whisk in milk, coconut milk, and egg yolks. Cook over medium heat, stirring constantly, until thickened, about 10 minutes. Remove from heat, and stir in coconut.
Pour hot coconut mixture onto prepared pan. Top with another piece of plastic wrap, making sure entire surface is touching plastic wrap. Refrigerate for at least 2 hours or overnight.