• Preheat oven to 325 F. Grease a half sheet baking pan. Line with parchment paper and grease the parchment paper.
• In a medium bowl, whisk together flour, baking powder, and salt.
• In a large bowl, cream the butter and sugar on medium speed until light and fluffy.
• Turn your mixer to high speed and add the eggs one at a time. Then add the vanilla.
• Turn the mixer to low. Add half of the flour mixture and mix until incorporated. Then add the milk until incorporated. Then add the rest of the flour.
• Pour the batter into the pan. Gently bang the tray against the counter to remove air bubbles. Bake for about 30 minutes or until a wooden toothpick comes out clean or edges start to pull away from the pan. Sponge should spring back when gently pressing with your finger and not make an indent.
  
• Cool for 10 minutes.

Assembly

• In a saucepan over medium heat, combine the butter and milk until melted. Remove from heat and whisk in vanilla, confectioner's sugar, and cocoa powder until combined. Lay the coconut shreds on a plate.
  
• Spread a thin layer of jam across the sponge. Cut the cake into squares and make sandwiches (with the jam in the middle).
  
• Dip each sandwich into chocolate using a fork. Let the excess drip. Coat in the coconut. Place on a lined baking sheet. Let sit for 15 minutes or place in fridge for 5-10 minutes.