Mix the pumpkin purée and the vanilla extract in a bowl. Bring to the fridge to chill while you work on the other ingredients.
In a saucepan, simmer the heavy cream, milk, salt and sugar until the sugar dissolves completely, about 5 minutes. Remove saucepan from heat.
In a separate bowl, whisk the egg yolks until smooth. Whisking constantly, pour 1/3 of the hot cream into the yolks and then whisk the yolk mixture back into the saucepan with the cream.
Return the pot to the heat and cook over medium low heat, stirring constantly and keeping the custard at a low simmer, until it thickens (it should be thick enough to coat the back of a spoon), about 5 minutes.
Strain the custard through a fine-mesh sieve into a bowl and place the bowl into a larger bowl partially filled with iced water, to cool it to room temperature.
Whisk the pumpkin purée into the custard. Cover the bowl with plastic wrap, pressing it directly on the surface of the custard to prevent a skin from forming. Bring to the fridge and chill for at least 4 hours or overnight.
Churn in an ice cream machine according to manufacturer's instructions, adding the shredded coconut during the last 2 minutes of churning.
Serve immediately for soft serve or store in freezer until desired consistency!