Preheat oven to 180°C/160°C fan-forced. Grease a 3cm-deep, 20cm x 30cm pan. Line with baking paper. Grease the baking paper as well.
Using an electric mixer, beat butter, sugar and vanilla until light and fluffy.
Add eggs one at a time. Mixing well after each addition.
Sift flour and baking powder. Add half of the flour and half the milk and gently fold it in butter mixture. Add remaining half of the flour and milk and combine.
Pour the mixture into the prepared pan and level it. Bake it in the oven until light golden and a skewer inserted in centre comes out clean.
Allow the sponge to cool down before turning it out on wire rack.
Cover the sponge and leave it overnight or put it in the freezer for an hour.
Make icing: Combine icing sugar and cocoa into a bowl. Add butter and boiling water. Stir until smooth.
Cut cake into small squares. Dip them in glaze first using fork or tongs. Roll it in coconut and place them over wire rack.
Once they are bit dry, the lamingtons are ready to eat.