I made these recently as they are family favourites. Very easy and they look great. They're simply normal buns with jam spread on the bottom and dipped in dessicated coconut.
I made a dozen buns in silicone moulds, as you end up removing the wrapper anyway. Warming up some jam in the microwave for around 20 seconds makes it easier to spread. I have tried dipping these into jam, but it's much easier to use a knife. You will get jam on your fingers by the way! Turn the bun upside down and cover the sides and base, then dip into a bowl of coconut. I used about 20g of coconut, but if you have more it makes it easier to get on the bun. Mine are strawberry and lemon curd but you could use anything: blueberry, marmalade or blackcurrent for example.
Looking at these I couldn't work out what was missing, before I realised that if I can be bothered I pipe a small swirl of buttercream on the top and add a small sweetie. It enhances the pyramid shape and is sweeter to.