Preheat oven to 175 degrees celsius (fan-forced). Lightly grease 2 X 12 hole patty pan tins and set aside.
Place butter and sugar into the Thermomix bowl and and mix for 15 seconds, Speed 5.
Add the vanilla extract, egg, milk and self-raising flour and mix for 15 seconds, Speed 5. Scrape down sides of mixing bowl with spatula, then mix for a further 10 seconds, Speed 5.
Divide the mixture between the patty pan holes, filling to just below the top. Bake in the preheated oven for 15 - 18 minutes or until lightly golden and a skewer inserted into the middle comes out clean. Allow to cool in the tins for 5 minutes before transferring to a wire rack to cool completely.
Meanwhile prepare the jelly with the boiling water and cold water (as per the packet instructions) and place into the fridge for 1-2 hours or until slightly thickened.
Dip each cake into the jelly mixture (one at a time - using a slotted spoon).
Coat with the coconut by tossing together in a bowl.
Place a spoonful of whipped cream on top of one of the jelly cakes and sandwich together with another. Place into the fridge to set.