Preheat the oven to 350°F. Spray a 9-inch pie pan with non-stick cooking spray. Set aside.
First, make the crust. In a large bowl, stir together the sweetened condensed milk, egg white, vanilla extract, and salt. Stir until combined. Add in the coconut and mix well. Press coconut mixture into prepared pie pan. Make sure you press the mixture up the sides to form a nice pie crust. Bake for 10-12 minutes. Remove from oven and let cool.
To make the key lime pie filling, in a medium bowl, whisk together the sweetened condensed milk and egg yolks. Whisk until well combined. Add in the lime zest, and lime juice. Whisk until smooth. Pour filling over the coconut macaroon crust.
Bake for 15-17 minutes, or until filing is set and the coconut crust is golden brown around the edges. Remove from oven and cool on a cooling rack. When cool, chill the pie in the refrigerator. The filling will set up as it cools. Chill for at least one hour before serving.
Note-if you can't find key limes you can use regular limes for the juice. You can also use bottled key lime juice if you wish.
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