Line two baking sheets with parchment paper or silicone baking mats. In heatproof bowl over simmering water, combine egg whites, sugar and coconut. Stir constantly until mixture reaches 160 degrees when measured with instant-read thermometer. Remove from heat. Stir in zest. Drop by level tablespoons onto prepared baking sheets. Shape into rough mounds with fork dipped in water. Allow to sit, uncovered, at room temperature for 1 hour. Meanwhile, position rack in upper half of oven and preheat to 350 degrees. Bake cookies for 15 minutes, until edges brown. Cool 10 minutes on baking sheet, then transfer to wire rack.