Heat oven to 450°F. Let refrigerated crust stand at room temperature for 15 minutes. Unfold crust; gently fit into bottom and up side of 9-inch tart pan with removable bottom. Trim off excess crust around edge. Prick bottom of crust with fork.
Bake in 450°F oven about 10 minutes or until golden. Remove tart pan to wire rack; let cool completely.
In large bowl, combine pudding mix, sour cream, coconut milk and rum. On medium speed, beat until thickened, 2 minutes. Spread into crust. Place plastic wrap directly on surface. Refrigerate 2 hours or overnight to firm filling.
Top with oranges and coconut.
To toast coconut, spread on foil-lined baking sheet. Bake in 350°F oven for 10 minutes or until golden, stirring once. Let cool completely.