Preheat oven to 350 degrees F. Line a 9 inch square pan with nonstick foil or parchment paper.
In a large mixing bowl, stir together melted butter, sugar and cocoa. Stir in egg and vanilla. When smooth, add crumbs, walnuts and coconut. Press crumb mixture tightly into the pan and bake for 10 minutes. Let cool completely.
In a mixing bowl, stir together butter and powdered sugar, then beat with an electric mixer until fluffy. Beat in vanilla, pudding mix and milk. Spread the filling over the cooled crust, then chill for about an hour.
Prepare topping. Melt the butter or shortening with the chocolate chips. Pour over top of bars and chill just until the bars start to set. Before the chocolate gets too hard, score the bars into squares.