Preheat oven to 160 degrees celcius. Butter two 9-by-13-inch baking pans, line the bottoms with parchment and butter the parchment. Dust with flour and then tap out the excess.
Cream together butter and sugar with an electric whisk until light and fluffy (around 3 minutes). Add vanilla and eggs, one at a time, and beat until incorporated.
Sift together the flour, baking powder, and salt, and add to egg mixture in three additions, alternating with the milk and beginning and ending with the flour mixture.
Divide the batter between the prepared pans. Place in the oven and bake until a cake tester inserted into middles comes out clean (around 30 minutes). Cool slightly on wire racks before removing from the pans. Turn the cakes out onto racks and cool completely.
Spread one of the cooled cakes with the marmalade and place the other cake on top. Using a serrated knife, trim the edges of the cakes and cut into 24 squares.
To make the icing, place the milk and butter in a small saucepan over medium heat, and heat until the butter is melted. Take off the heat and add the vanilla extract, icing sugar, and cocoa powder. Stir until combined.
Place the coconut in a medium bowl and set aside. Place a cake square
in the bowl of chocolate icing and using forks to turn the square, coat all of the sides.
Let the excess icing drip off, and transfer the square to the bowl of coconut. Turning the cake using forks, coat the squares with coconut. Transfer the coated square to wire rack to stand until coating has set, and continue until all squares have been coated.
I followed the quantities above but found that the amount of icing is WAY too much, you could make less than half and would still have enough.
It may seem annoying that the recipe is in cup measurements, but once you have some, it makes baking really simple. The sponge was nice and light and I really enjoyed this flavour combination. I would definitely make these again!