Using Meyer lemons in addition to regular ones gives this curd an intense aromatic flavor. Make it ahead and add the shredded coconut just before using as the filling for our majestic Meyer-Lemon and Coconut Layer Cake.
Preheat oven to 350 degrees. Bake coconut on a baking sheet until dry but not golden, about 10 minutes. Let cool.
In a medium saucepan, whisk together sugar, cornstarch, both zests, and salt. Whisk in egg yolks, then both lemon juices. Add butter and cook over medium heat, whisking constantly, until butter has melted, mixture is thick enough to coat the back of a spoon, and bubbles are forming in center of pan, about 9 minutes.
Pass mixture through a fine-mesh sieve into a bowl. Press a piece of plastic wrap directly on surface of curd. Let cool 30 minutes, then refrigerate until very firm and cold, at least 2 hours and up to 3 days. Before using, whisk to loosen, then stir in coconut.