Preheat oven to 180 degrees celsius (fan-forced). Line two flat baking trays with baking paper and set aside.
Cream the butter and brown sugar for 30 seconds, Speed 4. Scrape down the sides of the bowl and repeat for a furthe 30 seconds.
Add the egg and vanilla extract and mix for 10 seconds, Speed 3.
Add the sifted self-raising flour, plain flour and the coconut and mix on Interval/Knead function for 30 seconds or until well combined.
Roll small teaspoonfuls of the mixture into balls and place on the prepared trays.
Press a fork lightly over the top of the dough balls.
Bake in the oven for 10-15 minutes or until lightly golden-brown.
Remove from oven and allow to cool on the trays for 5 minutes before transferring to a wire rack to cool completely.
To make the buttercream filling, place the butter, sifted icing sugar, vanilla extract and milk into a clean Thermomix bowl and mix for 10 seconds, Speed 6. Scrape down the sides of the bowl and continue to mix until pale and creamy.
Place a small amount of jam onto the middle of the flat side of one of the cookies.
Top with a small amount of buttercream.
Place another biscuit on top and press together lightly until the jam and buttercream reach the edges.
Store in an airtight container for up to 5 days.