I've actually used non-fat milk as well as lactaid milk and have had positive results. The pudding was not as thick with these adjustments but it was still oh so delicious.
Make sure you are using coconut milk. I have heard stories of people who have used Cream of Coconut which is a canned sweetened product used often for making pina coladas - yuk!
Turbinado sugar, also called Raw Sugar is my sugar of choice. This minimally processed sugar comes from the same plants as the white sugar to which so many of us are accustomed but is brown in colour and many, including me, can taste the difference. My personal preference is Sugar In The Raw which obtains all of their sugar from Hawaii. I like the idea of supporting domestic agriculture and as well as preventing more land in the Aloha state from turning into condo farms.