Heat oven to 180C/160C fan/gas 4. Rub 4 ramekins, about 175ml capacity, or dariole moulds liberally with the soft butter. Sprinkle with the caster sugar to coat.
In a medium bowl, press the egg yolks through a wire sieve and mix with the coconut milk, sugar, coconut and vanilla. Pour into ramekins and place in a large roasting tin in the oven.
Pour water into the roasting tin to three-quarters up the ramekins so it acts like a bain marie or water bath for the quindim. Bake for 30-35 mins until the tops are golden. Take the ramekins out of the water and leave to cool for 5 mins.
Chill for 4 hrs and then run a knife around the edge. Place a plate on top and turn out the quindims to serve.