The creamy coconut pie filling is basically a rich pudding made with egg yolks similar to custard. It must be heated on the stove until the mixture thickens. If your filling is runny, it means you likely did not cook the milk mixture long enough before pouring it into the pie shell. You'll know when it's ready -- the thin, milky mixture will become thick and harder to stir, producing bubbles that pop and splat open. When done, the thickened mixture should also coat your spoon, and if you swipe your finger across the back of your spoon, it should leave a line.