In a small bowl, whisk cornstarch with a few tablespoons of cool coconut milk until smooth. Set aside this cornstarch slurry.
¾ tbsp cornstarch
In a saucepan, heat the rest of the coconut milk, half and half, sea salt, and sugar until hot and simmering (but not a rolling boiling).
1 can regular coconut milk or light coconut milk, ½ cup half and half, ½ cup sugar, Pinch sea salt
In a separate bowl, whisk egg yolks well. Temper by slowly whisking in a few spoonfuls of hot liquid, one at a time. Then pour tempered yolks into the saucepan, whisking constantly. Be sure the yolks are tempered (we don't want scrambled eggs).
3 egg yolks
Stir in the cornstarch mixture, bring heat to a high simmer, and whisk until the liquid thickens for 2 more minutes. Add and whisk in very well the vanilla extract. Remove from heat and cool completely.
1 tsp vanilla extract
Once the mixture is completely cool, whisk in vanilla pudding mix until smooth. Strain the filling mixture through a wire mesh strainer/sieve using the back of a spoon in a back-and-forth motion to push the filling through and make it very smooth. This part takes a few minutes but is important to really give the filling a silky texture.
3.4 oz Jell-O vanilla pudding mix