To a medium saucepan, add the coconut milk, whole milk, water, sugar, rice, and salt. Bring to a boil over high heat, reduce to medium-low and simmer for 20-25 minutes, stirring frequently, until the rice is tender. Reduce the heat to low.
Meanwhile, in a medium bowl, whisk together the egg, maple syrup, and vanilla.
Slowly ladle about a ½ cup of the coconut milk-rice mixture into the egg mixture, whisking constantly until well combined. Repeat with another ½ cup of the coconut milk-rice mixture. This will temper the egg mixture so that it doesn’t curdle when added to the pot.
Pour the tempered egg mixture into the pot and continue heating on low, stirring constantly for 5 minutes. Do not let the mixture boil. Note that it should still be a fairly soupy at this stage, as it will continue to thicken as it cools.
Remove from heat, let cool until just warm, and serve, sprinkled with toasted shredded coconut.