Combine the crumbs, coconut, and sugar; add butter and blend well. Press onto the bottom of an 8 x 8-inch pan lined with nonstick foil (leave enough excess on two sides for easy removal).: You should sense the slightly coarse texture of the graham cracker crumbs mixing with the flecks of coconut , and as you pour in the warm butter the mixture will begin to clump together, showing it is ready to be pressed. Press firmly into the pan so the crust holds when sliced, otherwise you will end up with a crumbly base that separates from the filling. A common mistake is pressing too lightly; the crust will fall apart when cutting. Use the back of a measuring cup for even compression.
Bake at 350º for 8 minutes. Cool on a wire rack. Keep oven on.: While it bakes you will smell a toasty, sweet aroma as the coconut and crumbs lightly brown, and the surface will firm up, signaling enough structure to support the filling. Cooling on a wire rack stops carryover heat and prevents sogginess. Avoid overbaking, which can dry the crust and make it hard instead of pleasantly crisp.
Beat egg yolks and zest on high till thick, about 5 minutes.: As you beat the egg yolks with the lime zest, the mixture will turn paler and slightly ribbon like, and you will notice the lime fragrance intensify. This aeration helps the filling become silkier and hold together after baking. If you under beat, the filling may be dense and not set properly, so keep an eye on texture rather than just time.
Lower the mixer speed and slowly add the sweetened condensed milk.: Adding the condensed milk gradually allows it to incorporate without splashing, creating a smooth, glossy mixture. The sound will change to a steady hum and the beaters will glide through a thicker stream. Pouring too quickly can cause the mixture to separate or incorporate air unevenly, so take it slow.
Return mixer speed to high and beat for 3 more minutes, Add in lime juice and mix till combined.: Beating again builds volume and integrates the ingredients; you will feel the mixture thicken and become silkier. When you add the lime juice , expect a gentle fizz as the acid meets the aerated yolks, and mix until uniform. A frequent error is adding the acid too fast, which can cause curdling; ensure the mixture is fully combined and smooth before stopping.
Pour filling over crust and bake for 10 minutes. Cool, then refrigerate at least 4 hours or overnight before serving.: As the filling bakes, it will set around the edges while remaining slightly jiggly in the center, and a faint golden rim may appear. Cooling lets residual heat finish the set without overcooking, and refrigeration firms the texture for clean slices. Cutting too soon will yield runny pieces, so be patient and chill thoroughly for best results.