Soak sabudana for 2-3 hours in water. Drain and boil in the milk until soft.
Beat the sugar and egg yolks together and add to the sabudana after it has cooled a little. Add coconut and mix well. Simmer again but do not boil. Pour into a shallow dish, whip the egg whites with vanilla extract until stiff and spread on the mixture. Bake for 30 mins in an oven until golden brown, sprinkling coconut on top when half cooked. Serve chilled.