I bought coconut milk from a local Asian grocery store. A whole case of it was pretty cheap. You may have to search for it at your local stores. Use the full fat version for this recipe. It needs the creaminess. It was similar to this one:
Almond Coconut Custard
1/2 c. sugar
1/4 c. cornstarch
1/4 t. salt
2 c. almond milk
2 c. coconut milk
4 egg yolks (use the whites for divinity)
2 T. butter
1/2 t. vanilla extract
1/4 t. almond extract
Mix sugar, cornstarch, and salt in a 3 quart saucepan. Stir in almond and coconut milk and egg yolks. Cook over medium heat, stirring constantly, until mixture comes to a boil. Boil and stir for one minute. Remove from heat. Add butter and extracts. Stir until butter is melted and pudding is smooth.
Pour into a bowl. Place a piece of plastic wrap over the pudding, pressing it down on the surface and sealing it to the sides of the bowl. I find a ceramic, Corelle, or metal bowl works best for this. Refrigerate the pudding for at least four hours until thoroughly chilled. Beat with a hand whisk until pudding is smooth. Cover and return to refrigerator overnight.
Whisk pudding before using in banana cream pie or serving as pudding. We like to set ours out with a variety of mix-ins and let the kids build their own fancy pudding.
Mix-in suggestions - cookies like Oreos or Teddy Grahams or Cream Wafers, fresh fruit - especially bananas or strawberries or blueberries, mini-marshmallows, chocolate chips, M&Ms, or whatever else you like with your pudding.