Preheat oven to 350 F. Line baking sheet with aluminum foil and set aside.
In a stand mixer fitted with the paddle attachment, mix sugar, butter, and vanilla until sugar has dissolved.
Add eggs, one at a time, until fully incorporated. Add shredded coconut, walnuts, lime zest and lime juice, mixing until fully incorporated.
In a separate bowl whisk together flour, baking soda, and salt. Add flour mixture to sugar and butter mixture a 1/2 cup at a time until sticky dough forms.
Shape dough into two equally sized loaves. Place loaves on baking sheet ensuring that they each have at minimum a three inch buffer on all sides. Transfer baking sheet to oven and bake biscotti for 35 minutes.
Remove loaves from oven and allow to cool for 20 minutes. Using a serrated knife, cut loaves on an angle into 3/4 inch slices. Stand slices on baking sheet, spacing them at least a 1/2 inch apart from one another. Return biscotti to oven and bake for an extra 20-25 minutes, until golden on top and crisp.