How can I thicken an already cooked pie filling?
If your filling is similar to a custard, consider adding a lightly whisked egg and baking on medium-low heat for maybe 20 minutes. If you must stove-cook it, stir only enough to combine the ingredients well, as whisking too much will weaken/break the proteins. 

Protein is the key to thickening things like custards and other fillings. Coconut milk is lower in protein than cow milk. The heat will allow the proteins to coagulate and form a sort of net that traps the rest of the ingredients, causing a thickening action. Refrigerating it for a short time will also contribute to solidifying the protein network and help set it.