Whisk the egg whites until soft peaks form, slowly add the sugar and whip to full peak. Add the salt and vanilla to the egg whites. Fold the coconut into the egg whites, making sure to break up any clumps.

Scoop the dough into egg size portions using a small cookie scoop or soup spoon. Gently form the cookie into an egg shape. Don't compact the dough too much. Moisten your hands with a little water if the dough is sticking.

Place the cookies on the prepared baking sheet. Bake for 10 minutes and then slide a second pan under the cookies to keep the bottoms from over-browning. Bake another 10 minutes until lightly golden brown and the cookies bounce back when you squeeze gently. Transfer the parchment with the cookies to a cooling rack.

Use a wooden skewer to poke a hole on one end of a cookie. Gently wiggle the skewer to open up a cavity in the cookie, being careful not to crack the cookie. Fill a pastry bag fitted with a small round tip (Bismark tip is the best) with the curd. Fill each cookie.