Preheat oven to 350 degrees F. Line a 8x8 square pan with parchment paper and grease the pan with cooking spray. Set aside.
In a bowl, mix graham crackers, butter, and sugar together. Pour crust mixture into the pan and press down using the bottom of a cup. Set aside.
In a stand mixer, mix together cream cheese, coconut milk, cornstarch and sugar until smooth. Add eggs, rum, vanilla, cinnamon, nutmeg and mix, while scraping down the sides, until all is well combined.
Pour the cheesecake filling on top of graham cracker crust and smooth evenly. Bake for 25-30 minutes. The cheesecake is done when the outer rim looks set but the middle jiggles when you gently shake the pan. Remove from oven, cool completely then refrigerate the cheesecake for 2-3 hours.
Remove the chilled cheesecake from the pan. Top with cinnamon and shredded toasted coconut. Cut into squares and enjoy!