For coconut filling, in a metal bowl, combine coconut; the remaining 2 cups sugar, 1 1/2 teaspoons vanilla, and 1/4 teaspoon salt; and the egg whites. Set bowl over a saucepan filled with simmering water. Stir constantly until mixture is hot to the touch (120° to 130°), about 4 minutes. Remove bowl from heat; stir in the remaining 6 tablespoons flour. Spread coconut filling over marmalade. Bake until filling is puffed and golden brown, 45 to 50 minutes. Cool completely on a wire rack.