1. In a medium saucepan, lightly beat egg. Add coconut milk, milk, sugar, and tapioca; whisk to combine. Set aside, at least 5 minutes, until tapioca is slightly softened.
2. Stirring constantly, bring mixture to a boil over medium heat; stir in vanilla. Transfer mixture to a bowl; cover with plastic wrap. Let cool until no longer hot, about 30 minutes. Refrigerate until cold, 2-3 hours.
3. Meanwhile, preheat oven to 350F. Spread coconut in a single layer on a rimmed baking sheet. Toast tossing once or twice, until golden 10-15 minutes; let cool.
4. Just before serving, whisk pudding to loosen. Divide among four serving glasses; top with pineapple and toasted coconut.
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