I ate many of these babies when I was in KL. They're store-bought coconut buns, so ubiquitous nobody really gives them a second thought but not me, I love them.
The bread itself is not important, it is usually soft with a thin peelable crust, serving only to protect the filling of a crack-like coconut paste made by cooking down white coconut flesh with sugar until everything becomes chewy and candylike. Sometimes the coconut is cooked with brown palm sugar which makes it just as irresistible.