Preheat the oven to 350F, and spray a 9x13 baking sheet with nonstick spray.
Prepare cake mix according to package directions, pour in the prepared pan, and bake for 15-20 minutes until cake is firm and a toothpick inserted in the center comes out clean.
Let cake cool slightly, then run a knife along the edges to loosen it from the pan, and invert it out onto a clean surface.
Using a small heart cookie-cutter, cut out as many hearts as you can from the cake.
When ready to fill, combine the butter, egg yolk, brown sugar, and heavy cream in a medium saucepan over medium-high heat, whisking continuously, until the mixture is smooth and creamy. Cook for 5-7 minutes, until thickened, then remove from heat, and stir in the salt, coconut, and vanilla.
Set aside to cool {it will thicken more as it cools off, too}.
When ready to assemble, spread some of the coconut mixture on half of the cut out hearts, and top them with the remaining hearts to make little cake sandwiches. To minimize the mess, set the sandwiches on top of a cooling rack set on top of a baking sheet to catch any extra glaze that may drip.
Prepare the sheet cake glaze according to package directions, and spoon a bit on top of each cake bite.
Let the glaze set {it will become opaque}, then enjoy!