Preheat the oven to 375 degrees F. Spray or brush a 9x13 pan with oil and set aside.
Peel yellow yam, discard brown skin and grate yellow yam using a box grated. Set aside. Note that yellow yam will oxidize easily and turn to a brown color.
In a large bowl, combine flour, sugar, baking powder, cinnamon, and salt.
Add coconut milk and vanilla. Stir until the batter is smooth.
Add the grated yellow yam and stir.
Scoop batter in prepared pan and bake for 45 minutes.
Meanwhile, combine custard topping ingredients.
Mix coconut milk, sugar, and cinnamon in a bowl.
After 45 minutes, pour custard topping over the top of the pudding and return to bake for another 45 minutes, or the top is golden brown.