1. Heat oven to 180 degrees Celsius. Rub 4 ramekins, about 175 ml capacity, or dariole moulds liberally with the soft butter. Sprinkle with the caster sugar to coat.
2. 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.
3. 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 minutes until the tops are golden. Take the ramekins out of the water and leave to cool for 5 minutes.
4. Chill for 4 hours and then run a knife around the edge. Place on top and turn out the quindims to serve.