1. Sift flour, baking powder and salt into bowl. Add yolks and margarine. Gradually add orange juice. Knead only until smooth.
2. Divide into four equal parts. Flour surface generously. Roll out one part of dough to eight by 12 inches.
3. Beat egg whites until stiff, gradually adding sugar and pudding. Spread 1/4 mixture over dough. Sprinkle two tablespoons coconut.
4. Roll up jelly roll fashion.
5. Freeze for two hours. Repeat with remaining dough and filling.
6. Using sharp, wet knife, cut roll into one-inch slices. Place on lined cookie sheet, one inch apart. Repeat with remaining dough.
7. Bake at 350 degrees Fahrenheit for 20 minutes, or until bottom is slightly browned, but tips should remain pale.