While crust cooks and cools, in a medium bowl, stir cream cheese, lime zest, and salt with rubber spatula until softened, creamy, and thoroughly combined. Add sweetened condensed milk and whisk until incorporated and there are no lumps of cream cheese. Whisk in the egg yolk. Gently whisk in lime juice until incorporated (mixture will thicken slightly).
Pour the lime filling into crust and spread it to corners with a rubber spatula.
Bake until filling is set and the edges begin to pull away slightly from sides, around 15 to 20 minutes.
Cool on wire rack until they reach room temperature, 1 to 2 hours. Cover pan and refrigerate until completely chilled, at least 2 hours.
Loosen edges with paring knife and lift bars from baking pan using foil hangover.Cut bars into squares and sprinkle with toasted coconut (optional)
Leftovers can be refrigerated for several days- the crust may just soften.