Preheat your oven to 350°F (175°C). Line a baking sheet with parchment paper.
Place the whole dozen pack of Hawaiian rolls on the baking sheet, keeping them connected.
In a bowl, whisk together the grated coconut, granulated sugar, large egg, egg yolk, melted butter, dry milk powder, cake flour, and vanilla extract until a thick, cohesive paste forms.
Spoon the coconut topping evenly over the tops of each roll.
Bake for 12 to 15 minutes, or until the tops are golden and lightly toasted. Do 12 minutes for more ooey gooey custard like filling and 14 to 15 minutes for more crisp.
Remove from the oven and allow the rolls to cool for 10 minutes.
Dust generously with powdered sugar before serving.