I think if you're using full-fat coconut milk in a can (not coconut milk in a carton) you'd probably be okay, but I might start with a recipe that calls for milk and/or cream first instead of one that call for evaporated milk and then make the substitution (as evaporated milk is sweet). Like this one: https://food52.com/recipes/39005-james-beard-s-rich-pumpkin-pie or this one: https://food52.com/recipes/15143-meta-given-s-pumpkin-pie. This one calls for heavy cream: https://food52.com/recipes/31635-bourbon-pumpkin-pie, and a commenter successfully swapped in coconut milk!
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Coconut milk works will with pumpkin and sweet potato.