Set aside some of the mandarins, marshmallows, and coconut for topping the dessert at the end.
Boil 1 cup of water.
Add orange gelatin powder to a large mixing bowl, then pour in the boiling water and whisk for about 1 minute until the gelatin is dissolved. Whisk in ½ cup of cold water, then transfer to the refrigerator for 15 minutes.
Remove the bowl of gelatin from the refrigerator, and whisk in the vanilla pudding powder.
Return to the refrigerator for an additional 15 minutes to allow the mixture to set slightly.
Remove the bowl of gelatin from the refrigerator, and fold in the whipped topping.
Add mandarins, mini marshmallows, and coconut, and stir until combined.
Transfer to a dish or bowl for serving, and top with the mandarins, marshmallows, and coconut that you set aside.
Cover the dish, and refrigerate for 2 hours to allow it to completely set before serving.