...Coconut flys to me when called about 90% of the time… from “recall”… it looks like that means I train him to fly to me and then he must fly back to where he was? He doesn't know how to do that. I wish tiels were like conures in the way conures seem much easier to be able to train!

… but Coconut is making progress
I bet Coconut is making quite a bit of progress. And your persistence in his training will ensure he continues to learn even more.
Nah, cockatiels are just as capable of mastering recall as is any conure. Just view recall training as a natural evolution of target training. Same skill set, really. Just have him walk from one side of a training perch to another, initially, rewarding him each time he goes where you point. Once he's become reliable with that, have him step off one training perch to the next. Once he's reliable with that, begin increasing the distance between them.
Now, I realize that what I just described greatly resembles what I've said in the past about teaching parrots flight skills. So why do that when your guy is already flying quite proficiently around your home? Because the goal here is to get him accustomed to going wherever you point, and associating that action with praise and tasty treats. As the distance widens, his focus will be on the treat. He'll come to view going where you ask as a wonderful thing in and of itself, simply due to the strength of association.
With Jolly, for instance, when we're doing flight drills he is visibly eager for my next direction. He does the little excitement dance as he waits, because he knows he won't get rewarded for leaving my shoulder before I ask him to do so... but he's anticipating what he'll get once he does as I ask. I no longer have to show him the treat to elicit this level of excitement. He has now firmly associated the exercise with the treat itself, regardless of whether he can see said treat or not.
Basically, I'm just saying to keep at it. Even if his learning seems to have stalled. Because once the association is made, you'll be surprised at what he'll be able to pick up.