Dissolve gelatin in boiling water. Drain pineapple, reserving juice. Stir cold water, bananas, marshmallows and pineapple into gelatin. Pour into 13"x9" dish coated with nonstick spray; chill until firm.
In saucepan, combine sugar and flour. Stir in reserved pineapple juice until smooth. Bring to a boil over medium heat; cook and stir 2 minutes until thickened. Reduce heat; cook and stir 2 minutes longer. Remove from heat. Stir a small amount of hot filling into the egg; return all to the pan, stirring constantly. Bring to a gentle boil; cook and stir 2 minutes longer. Cool. Beat cream cheese until smooth; add cooled filling. Fold in whipped cream. Spread over gelatin (dish will be full). Sprinkle with nuts and coconut.