Step 1Heat the oven to 350 degrees. Spray 2 (9-inch) layer cake pans with nonstick cooking spray and dust them with flour.
Step 2Beat the eggs and sugar in a mixer at high speed until pale and frothy, 5 to 6 minutes. Turn off the mixer and add the flour, baking powder, salt, oil, wine, vanilla and lemon zest. Beat 2 minutes at high speed.
Step 3Divide the batter between the pans. Bake until a toothpick inserted in the center of each comes out clean, about 40 minutes. Cool the cakes in pans on a rack for 10 minutes, then turn them out and cool completely.
Step 1Bring the milk and vanilla to boil in a small saucepan and keep warm.
Step 2Beat the sugar and egg yolks in a mixer until fluffy and pale in color, 6 to 8 minutes. Reduce the speed, add the cornstarch and beat until blended. Add the hot milk mixture, beating continuously. When well blended, return to the saucepan and heat slowly, stirring constantly to keep the mixture from sticking to the bottom of the pan. Cook until very thick, about 10 minutes. Pour the mixture into a bowl, cover with plastic wrap and set aside to cool.
Step 3When completely cooled, beat the cream mixture with the cheese to form a thick filling.
Step 1Spread all of the pastry cream in a thick, even layer on the bottom cake layer. Cover with the top cake layer. Frost the top and sides of the cake with whipped cream and cover with the coconut.