Preheat the oven to 350°F/175°C. Line a rimmed 13x18-inch baking sheet with parchment paper and grease the paper lightly.

Beat the eggs and sugar in a stand mixer until very pale and slightly thickened, about 3 to 4 minutes. With the mixer running, drizzle in the oil until incorporated.

Sift or whisk together the cornstarch, pudding powder, ground almonds, and baking powder; fold gently into the egg mixture until just combined. Do not overmix.

Spread the batter evenly on the prepared pan and bake for 8 to 10 minutes, until the surface springs back slightly and a toothpick comes out clean.

Invert the hot cake onto fresh parchment, peel off the lining paper, roll the cake immediately in the parchment, cover with a kitchen towel, and cool completely while rolled.

Whip the heavy cream with the pudding powder and milk until stiff peaks form; reserve a few spoonfuls of whipped cream for decoration.

Unroll the cooled cake, spread the dulce de leche evenly over the surface, then spread the whipped cream on top, leaving a small amount for garnish. Re-roll tightly without the lining paper and transfer to a long platter.

Chill the roll at least 3 hours to set. Before serving, spread reserved whipped cream along the top, sprinkle with shredded coconut, and drizzle with the remaining dulce de leche. Slice and serve chilled.