In a large bowl using an electric mixer, beat the cream, sugar, rum, if using, and lime zest until medium peaks form.
On a large platter, spread about 3 tbsp. of the whipped cream mixture in a 9-by- 9-inch square. Across the top of the square, arrange 3 wafer cookies lengthwise, leaving 1/2 inch between cookies and pressing the cookies into the cream. Starting about 1/2 inch from the first row, arrange a second row of 3 cookies parallel to the first. Repeat four more times for a total of six rows.
Dollop 1 cup cream mixture on the cookies; spread in an even layer. Dollop 3 tbsp. blueberry jam on the cream; spread in an even layer. Repeat the process with cookies, cream and jam until you have five layers of cookies. Frost the tops and sides with the remaining cream mixture.
Using your hands, press about 1/4 cup coconut onto each side of the cake, sticking it to the cream. Sprinkle the remaining 1/4 cup coconut on top of the cake. Top with the blueberries. Refrigerate until the cookies are soft, at least 8 hours.