Preheat the oven to 180°C (350°F). Using an electric whisk, cream the butter and sugar until light and fluffy.
Add the lime zest, lime juice, and egg yolks and mix to combine.
Add the flour and desiccated coconut, mix again, then pour in the milk and mix to a smooth batter.
In a clean bowl, whisk the egg whites until they reach soft peaks, just before they become stiff. Gently fold one spoonful of the whites into the batter to loosen it, then carefully fold in the remaining egg whites until just combined. Do not overmix.
Pour the mixture into four individual buttered ovenproof ramekins or a single buttered 1-litre ovenproof dish. Place in a deep baking tray and pour boiling water into the tray to come halfway up the sides of the dish or ramekins.
Bake for 20 to 25 minutes for individual puddings, or 40 to 45 minutes for the large dish, until golden and set on top.
Dust with icing sugar and serve warm with cream.