Sieve the flour into a large bowl. Break the eggs into a glass bowl over a pan of simmering water, add the sugar and whisk until the mixture has doubled in volume. Remove from the heat and continue whisking until the mixture has cooled to almost room temperature.
Gently fold in the flour and pour the mixture into a 33 x 25 cm rectangular baking tin lined with grease-proof paper.
Bake for 25 minutes, then leave to cool on a wire rack. Cut the sponge into 5 x 5 cm cubes, cover each one with a thin layer of jam and roll in the desiccated coconut to serve.
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