Using a long, sharp knife, cut off the top of the squash, about 1" from the stem end. Discard top. Using a spoon, scoop out and discard the seeds and the fibers to make a hollow cavity. Set aside.
In a 1-qt. saucepan, whisk together the coconut cream and 1⁄4 cup of the palm sugar. Bring to a simmer over medium heat, while whisking occasionally; remove from heat and let sit for 10 minutes to cool slightly. In a medium bowl, whisk together the remaining palm sugar with the salt and egg yolks until yolks are smooth and pale yellow. While whisking the yolks, slowly drizzle in the hot coconut cream mixture. Transfer mixture to top of a double boiler set over simmering water and cook, stirring constantly with a wooden spoon, until mixture thickens and coats the back of the spoon, about 4 minutes.
Heat oven to 325°. Pour custard into the reserved squash and set on rack in the bottom of an 8" x 8" baking dish. Pour 1 cup boiling water into dish. Bake until a knife inserted into center of custard comes out clean, about 2 hours. Let cool; slice into 6 wedges. Serve at room temperature or chilled.