Preheat your oven to 400°F (200°C). Wash and pierce the sweet potatoes with a fork. Bake them for about 45 minutes, or until tender. Allow them to cool, then scoop out the flesh and mash it until smooth.
In a large mixing bowl, combine the ground almonds, cornmeal, all-purpose flour, salt, and granulated sugar. Whisk them together until well blended.
In another bowl, whisk together the mashed sweet potatoes, eggs, and orange zest until smooth.
Pour the wet mixture into the bowl with the dry ingredients. Fold gently with a rubber spatula until just combined. Be careful not to overmix.
Stir in the shredded coconut until evenly distributed throughout the cookie dough.
Using your hands, form small balls of dough (about 2 tablespoons each) and place them on the prepared baking sheets, leaving some space between each cookie.
In a small bowl, beat the egg yolk and brush a thin layer over the tops of each cookie to give them a beautiful golden color when baked.
Place the baking sheets in the preheated oven and bake for 15-20 minutes, or until the edges are lightly golden. The cookies should feel firm to the touch.
Remove the cookies from the oven and let them cool on the baking sheets for a few minutes before transferring them to a wire rack to cool completely.