At El Mercadito in Los Angeles, there is a nut and candy stall that sells tasty Mexican limes stuffed with shredded coconut. The limes appear to be scraped out and the rinds are candied and serve as little cups filled with a creamy gooey coconut mixture - as if it were thickened with sweetened condensed milk. I've tried doing the candy lime shells and they came out an unattractive, brown mess. They proabably do something with food coloring. But in the end putting this together would be easier with a recipe. Someone on the internet blogged about it being in the Frieda Kahlo cookbook, but according to my take on that recipe, it didn't look like the same thing.
Here's a great picture from Billieblog