Preheat oven to 350° F. Grease bottom and sides of 8-inch square pan with vegetable oil or spray. For base, melt butter and stir in sugar. Sift cocoa powder into mixture and blend well. Whisk together egg and vanilla extract and add. Blend in chocolate cookie crumbs, coconut and chopped walnuts until evenly incorporated. Press into prepared pan and bake for 10 minutes. Allow to cool for 10 minutes then chill for 20 minutes.
For filling, beat butter by hand until smooth and beat in custard powder. Stir in milk and add sifted icing sugar a cup at a time, combining well. Spread over base and chill while preparing topping.
For topping, melt chocolate and butter over a pot of gently simmering water. Pour over vanilla filling and spread to cover evenly. Chill for 30 minutes.
To serve, slice with a hot, dry knife into 1-inch squares. Yield 1 8-inch square pan.