Spread coconut in a shallow pan. Bake at 350° for 5 to 6 minutes, stirring occasionally, or until toasted. Set aside 2 tablespoons for topping.
Process cookies and macadamia nuts in a food processor until crushed. Add butter; process until moistened. Add remaining coconut, and pulse 2 or 3 times or just until combined. Press crumb mixture in bottom and up sides of a 9-inch pieplate. Freeze 15 minutes.
Beat cream cheese and condensed milk at medium speed with an electric mixer until creamy. Add egg yolks, 1 at a time, beating just until blended after each addition. Add lime juice and, if desired, spiced rum; beat just until blended. Pour filling into piecrust.
Bake at 350° for 25 minutes or until almost set. (Center of pie will firm when chilled.) Cool completely. Cover and refrigerate at least 4 hours or until thoroughly chilled. Dollop each serving with whipped cream, and sprinkle with reserved coconut. Store in refrigerator.