Begin by separating the egg yolks from the whites. In a mixing bowl, whisk the egg yolks with powdered sugar until pale and creamy, about 5 minutes. Fold in the mascarpone, coconut cream, and half of the coconut milk until smooth.

In a separate bowl, whip the heavy cream and remaining powdered sugar until stiff peaks form, about 3-4 minutes. Gently fold this whipped cream into the mascarpone mixture.

Combine sweetened condensed milk, evaporated milk, coconut milk, rum, and cinnamon in a bowl. Whisk until well mixed, creating a flavorful coquito mixture.

Dip each ladyfinger briefly in the coquito mixture, then layer them at the bottom of the baking dish. Spread half the cream mixture over the ladyfingers and sprinkle with coconut flakes.

Repeat the process with the remaining ladyfingers on top of the first cream layer, then cover with the last portion of the cream mixture. Dust with cinnamon.

Cover the dish tightly and refrigerate for at least 12 hours to meld flavors. Before serving, top with additional coconut flakes.