In a small bowl, combine softened cream cheese, orange zest, and sugar until smooth and creamy.
Spread cream cheese mixture evenly on 6 slices of bread and top with remaining 6 slices of bread to form a sandwich.
In a medium shallow bowl, beat eggs, cream of coconut, milk, and vanilla extract until smooth. Arrange flaked coconut on a medium plate.
Preheat a griddle or large skillet over medium-high heat and grease well with butter. Working in batches, dip stuffed bread in egg mixture and coat in flaked coconut before placing on griddle or in skillet. Cook French toast 3-4 minutes per side, flipping once until golden brown. Repeat cooking with remaining bread, adding more butter as necessary.
Serve French toast warm with strawberries, maple syrup, and powdered sugar if desired. Enjoy!