Adjust oven rack to middle position and heat oven to 325°.
Cut about 12" length extra-wide heavy duty foil; fold cut edges back to form 7 1/2" width. WIth folded sides facing down, fir foil securely into bottom and up sides of 8" square baking pan, allowing excess to overhang pan sides. SPray foil with nonstick cooking spray.
In workbowl of food processor, pulse animal crackers until broken down, about ten 1 second pulses; process crumbs until evenly fine, about 10 seconds (you should have about 1 1/4 cups crumbs). Add brown sugar and salt; process to combine, ten to twelve 1 second pulses (if large sugar clumps remain, break them apart with fingers). Drizzle butter over crumbs and pulse until crumbs are evenly moistened with butter, about ten 1 second pulses.
Press crumbs evenly and firmly into bottom of prepared pan. Bake until deep golden brown, 18-20 minutes. Cool on wire rack while making filling. Do not turn off oven.
While crust cools, in medium bowl, stir cream cheese, zest, and salt with rubber spatula until softened, creamy, and thoroughly combined. Add sweetened condensed milk and whisk vigorously until incorporated and no lumps of cream cheese remain; whisk in egg yolk. Add lime juice and whisk gently until incorporated (mixture will thicken slightly).
Pour filling into crust; spread to corners and smooth surface with rubber spatula. Bake until set and edges begin to pull away slightly from sides, 15-20 minutes. Cool on wire rack to room temperature, 1 to 1 1/2 hours. Cover with foil and refrigerate unti thoroughly chilled, at least 2 hours.
Loosen edges with paring knife and lift bars from baking panusing foil extensions; cut bars into 16 squares. Sprinkle with toasted with toasted coconut and serve. Can refrigerate for up to 2 days, crust will soften slightly. Let refrigerated bars stand at room temperature about 15 minutes before serving.
Can make triple citrus bars using 1 1/2 teaspoons each of grated lime zest, lemon zest, and orange zest (mince zest after measuring), and using 6 tbsp lime juice, 1 tbsp lemon juice, and 1 tablespoons orange juice.