In a large mixing bowl, separate the egg yolks and whisk them with powdered sugar until pale and creamy, about 3–5 minutes. Gradually mix in mascarpone and coconut cream, followed by half of the coconut milk, until smooth and well combined.

In a separate bowl, pour in the heavy cream along with the remaining powdered sugar. Whip the cream on medium speed until stiff peaks form, about 4–6 minutes. Gently fold the whipped cream into the mascarpone mixture.

In a large bowl, combine the remaining coconut milk, sweetened condensed milk, evaporated milk, rum, and cinnamon. Mix until well blended.

Cut the ladyfingers to fit your serving dish. Quickly dip each ladyfinger into the soaking mixture and layer them in the dish, alternating with cream mixture and coconut flakes.

Dust the top with cinnamon, cover tightly, and refrigerate for at least 12 hours before serving.