Grate the coconuts. Separate the coconut from the milk of the coconut. Combine the coconut (reserve the milk) with the sugar. Cook until a thick syrup is made. Remove from heat and to allow to rest.
Beat the yolks with a little bit the coconut milk, add this to the syrup. Mix well, return to the heat. Stir constantly until it thickens well. Idea is to obtain a rather thick, very coconutty, coconut cream.
In a glass dish, layer the coconut crème and the pound cake slices soaked in the wine. Continue alternating biscochuelo layers with the coconut cream. Sprinkle the top generously with cinnamon.