Soak the gelatin in cold water, soaking for several minutes until they become soft and transparent. Move out and drain completely.
Mix milk, coconut milk, heavy cream and sugar in a small pot. Heat over slowest fire until the sugar dissolves (use slowest fire and don’t boil your mixture).
Add gelatin sheets in and stir to make sure they are completely dissolved too.
Spoon the mixture into any container or mould and set in fridge for at least 4 hours before serving.
For coconut milk pudding bites: lay plastic wrapper in the bottom of a rectangle container and then pour the mixture in. Refrigerate for 4 hours, transfer out and cut into one-bite size cubes and coat with desiccated coconut before serving.