In a large bowl, mix flour, coconut, oats, 2 tablespoons sugar, baking powder, and salt. With your fingers or a pastry blender, rub or cut in butter until mixture forms coarse crumbs.
In a small bowl, beat eggs and milk to blend. Stir all but about 1 tablespoon egg mixture into flour mixture just until evenly moistened.
Scrape dough onto a lightly floured board and pat into an 8-inch round. Slide round onto a buttered 12- by 15-inch baking sheet and cut into 8 wedges, leaving wedges in place. Brush top of round with reserved egg mixture and sprinkle with remaining tablespoon sugar. Make a 1-inch-diameter depression on top of the wide end of each wedge and fill each with about 1/2 tablespoon jam.
Bake in a 375° regular or convection oven until golden brown, 18 to 20 minutes. Recut scones to separate and serve warm, or transfer to a rack to cool completely.