Preheat your oven to 350°F (175°C).

Carefully cut the top off the kabocha squash and scoop out the seeds.

Rinse the squash under cool water.

In a mixing bowl, whisk together the eggs, coconut milk, palm sugar, salt, and optional vanilla extract until well-combined.

Boil water in an electric kettle or on the stove.

Pour your custard mixture into the hollowed kabocha squash.

Place it in a baking dish, then pour hot water around the base of the squash.

Slide the baking dish into the preheated oven and bake for 1.5 to 2 hours.

Once baked, leave the custard inside the oven for an additional 30 minutes to cool.

Transfer to the refrigerator for at least one hour or overnight.