Break coconut shells with a hammer or the back of a heavy cleaver; collect coconut water in a saucepan. Pry flesh from the shell with a strong knife. Peel off any skin with a vegetable peeler. Slice flesh.

Add sugar and pandan leaf to the saucepan of coconut water. Heat over medium heat. Add agar-agar powder and stir until dissolved. Stir in sliced coconut flesh.

Remove mixture from heat and scoop out pandan leaf. Pour into individual cups or ramekins. Cool to room temperature, 15 to 20 minutes. Refrigerate until set, about 30 minutes. Serve chilled.