Preheat oven to 375°. Spread coconut on a baking sheet. Bake until toasty brown, 3 to 5 minutes (watch carefully, since coconut can burn quickly). Let cool.
Peel bananas, cut into 1/4-in.-thick slices, and put slices in a bowl. Finely shred zest from the lime (shred just the green part, not the bitter white pith underneath) over the banana slices. Juice the lime and toss juice with banana slices.
Divide 1/2 of the banana slices among 4 parfait glasses or small glass bowls, lifting bananas out of the lime juice with a fork or slotted spoon. Top bananas in each glass with 1/4 cup sorbet and sprinkle with 1 tbsp. coconut. Repeat to make a second layer in each parfait. Serve immediately.
Note: Nutrition analysis is per parfait.