Make the crust: Preheat the oven to 350˚ F. Pulse the saltines, coconut, sugar and salt in a food processor until finely ground. Add the butter and continue to pulse until the crumbs begin to clump together. Press the mixture into the bottom and up the sides of a 9-inch pie plate (the crust will be thick). Bake until the crust is browned around the edges and lightly browned on the bottom, 15 to 18 minutes. Remove to a rack and let cool slightly.
Make the filling: Remove the peel from 1 lemon using a vegetable peeler, removing just the peel and not the pith. Transfer the peel to a food processor. Remove the peel from the other lemon and discard the peel. Cut off the white pith from both lemons; chop the flesh, removing any seeds, and add the flesh to the food processor along with the condensed milk. Puree, scraping down the sides. Add the egg yolks and process until combined. Strain the filling through a fine-mesh sieve into a bowl, pressing it through with a rubber spatula. Pour over the crust and gently wiggle to distribute the filling. Bake until the filling is set but still slightly wiggly, about 20 minutes. Transfer to the rack and let cool 1 hour, then refrigerate until chilled, at least 3 hours.
Just before serving, make the topping: Beat the heavy cream and sugar in a bowl with a mixer on medium speed until medium peaks form. Serve with the pie.