Make crust: Preheat oven to 350°. Place oats, coconut and brown sugar in food processor bowl and grind to a fine consistency. Add egg white and water; pulse 3 or 4 times until just combined and moist. Press lightly into 10-inch springform pan coated with cooking spray. Make sure not to process too much or to press too firmly in pan or crust will shrink away from edges too much. Bake for 15 minutes. Remove from oven and let cool. Wrap outside of pan with heavy duty foil to prevent leaking, set aside. Reduce oven temperature to 325°.
Prepare the cheesecake: Discard flesh from preserved lemon and rinse peel well. Chop coarsely and add to food processor with lemon juice; process about one minute. Add cream cheese, sour cream, sugar and flour and process until well blended, 1 to 2 minutes. With motor running, add eggs and yolk, one at a time, and process until blended. Pour into prepared pan. Place springform pan in a large roasting pan and add enough boiling water to larger pan so that it comes about halfway up sides of covered springform pan.
Bake for 1 hour at 325° until center is just set on top. The center should barely move when touched lightly. Remove from oven and allow to cool in water bath for about 15 minutes. Remove pan from water bath and let cool completely on a wire rack. Cover and refrigerate 12 hours to overnight before serving. Run a knife around edge of pan to loosen before serving.