1. Preheat oven to 350F/175C/Gas Mark 4.
2. Spread walnuts in a single layer on a Pyrex non-stick oven tray. Toast in the preheated oven for 8 to 10 minutes, or until lightly browned. Set aside to cool.
3. In a large bowl, stir together the flour, brown sugar, caster sugar, baking soda, salt, nutmeg, and cinnamon. Add the pumpkin puree, butter, and coconut milk, and mix until all of the flour is absorbed. Fold in the flaked coconut and toasted walnuts. Turn into the Pyrex loaf pan.
4. Bake for 1 hour and 15 minutes in the preheated oven, or until a toothpick inserted in the centre comes out clean.