Preheat oven to 180C/350F (or fan forced 160C/320F)
Grease 8" x 12" cake pan and line with baking paper
Beat butter, sugar and vanilla with an electric mixer on medium high speed until light and fluffy - about 2 minutes
Add eggs 1 at a time, beating well after each addition so the batter is smooth, not curdled
Add half the flour and gently fold to combine, then stir in half the milk
Repeat with remaining flour and milk
Pour the batter into the prepared pan and bake for 25 minutes until a skewer inserted into the centre comes out clean
Stand for 5 minutes then use the overhang baking paper to lift the cake out onto a wire rack and cool completely
Cut cake into 15 squares (5 x 3)
Slice the squares in half carefully
Spread 1 tbsp jam and sandwich back together
Place on a baking tray and freeze for 30-60 minutes
Combine the icing ingredients in a heat proof bowl and mix until smooth, not too thin or thick
Coat the sponge squares in the icing mixture using 2 forks to hold the sponge easier
Place the coconut into a large tray and coat the squares completely
Rest and allow to set on a raised rack
