Preheat the oven to 400 degrees F (200 degrees C). Unroll the puff pastry sheets, and place flat on a baking sheet. Bake for 15 minutes in the preheated oven, or until puffed and golden brown.
Break the puff pastry into pieces, and place in a large bowl. Add the raisins, almonds, pine nuts, pistachios, and coconut, and toss to distribute. Pour into a 9×13 inch glass baking dish, and spread evenly.
Pour the milk into a saucepan, and stir in the sugar and vanilla. Heat until hot but not quite boiling. Pour over the mixture in the baking dish.
Bake for 15 minutes in the preheated oven. Turn the oven to broil, and broil for 2 minutes to brown the top. Remove from the oven and let stand for 5 minutes. Serve warm.