Line the bottom of an 8-inch (20-cm) square baking pan with banana leaf, then coat with oil.
Line another 8-inch (20-cm) square baking pan with non-stick baking paper.
Grate gula Melaka block into fine gula Melaka.
Rinse sago pearls with hot boiling water, drain, and divide into 3 equal portions.
For pandan layer: Mix together pandan juice, coconut milk, salt, and sugar, add to 1 portion of sago, and mix well. Set aside to soak for 30 minutes. Then, add shredded coconut, and mix well.
For gula Melaka layer: Mix together water, coconut milk, and salt, add to 1 portion of sago, and mix well. Set aside to soak for 30 minutes. Then, add shredded coconut, and mix well.
For the white-blue layer: Mix together water, coconut milk, salt, and sugar, add to 1 portion of sago, and mix well. Set aside to soak for 30 minutes. Then, add shredded coconut, and mix well.
Spread pandan layer sago evenly in the baking pan lined with banana leaves.
Spread gula Melaka layer sago in a thin layer on a large plate.
Steam pandan layer sago and gula Melaka layer sago over medium-high heat for 15-17 minutes.
Add blue pea (bunga telang) juice randomly to the white-blue layer sago, then spread sago in a baking pan lined with non-stick baking paper.
Steam white-blue layer sago over medium-high heat for 15-17 minutes.
Add grated gula Melaka to steamed gula Melaka layer sago, mix well.
Spread steamed gula Melaka layer sago on top of steamed pandan layer sago.
Top with steamed white-blue layer sago, spread with spatula evenly.
Steam again over medium-high heat for 10 minutes.
Remove from heat, cover the top with banana leaf (to prevent the surface from drying), and set aside to cool completely (you may dip the baking pan in cold water to speed up the cooling process).
When cooled, cut kuih sago into pieces using a plastic knife.