Place nuts in a food processor; cover and process until finely chopped. Add 2 cups flour, confectioners' sugar and salt; cover and process until blended. Add butter; pulse just until mixture is crumbly. Press into an ungreased 13x9-in. baking pan. Bake at 350° for 15-20 minutes or until lightly browned.
In a clean food processor, combine mango and orange marmalade; cover and process until smooth. Add sugar and remaining flour; process until combined. Add eggs and lemon zest; process just until combined. Pour over crust. Sprinkle with coconut.
Bake until golden brown around the edges, 23-28 minutes. Cool on a wire rack. Cut into bars. Refrigerate leftovers.