Combine the coconut milk, lime juice and lime zest in a bowl and mix thoroughly.

Place the chicken breasts in a glass dish just large enough to hold the chicken breasts and marinade.

Pour in the marinade, turn the breasts to coat and place in the refrigerator to marinate for 4 hours.  Relax, enjoy the sun, have a few drinks!

Preheat the grill to high heat.

Remove the chicken breasts from the marinade and pat each breast with a paper towel to remove some of the marinade, just so that too much doesn't create a mess in the grill.

Season the marinated chicken breasts with Kosher salt and fresh ground black pepper.

Place the chicken breasts on the grill and grill with the lid open for 6 - 8 minutes.  When the chicken breasts start to cook through, you will see the sides getting more and more opaque.

Flip the breasts over and grill for an additional 6 - 8 minutes on the other side, until the breasts are done (if you are using a meat thermometer, you are looking for 160 degrees).

Remove from the grill and serve with a Rum drink!