I don't know their list of pies but Galloways in Scarsdale ( 69 Harney Road) is famous for it's baked goods. They are not open every day so call 914-725-4074.
I'm almost positive I saw coconut custard at Galloway's. As lucyis said, they're only open on Friday, Saturday and Sunday AND they don't take orders, I was told last time I was there.
Their stuff is verrry good, though, almost as good as homemade.
