Place the tapioca pearls and coconut milk in a medium saucepan to soak for 30 minutes. Do not drain. Prepare 8 4 oz. ramekins or canning jars with lids.
Add the sugar and salt to the tapioca mixture, and heat over medium-low heat until it reaches a simmer. Reduce the heat to low and simmer it very gently for 15 minutes until thickened, stirring constantly so that the tapioca doesn't stick to the pan. Once done, remove from the heat and stir in the vanilla.
Divide the pudding evenly between the eight cups. Chill in the refrigerator or cap with lids and freeze for later consumption.