Line a 13-in. x 9-in. pan with heavy-duty foil. Arrange eight whole graham crackers and one half graham cracker in pan; set aside.
In a heavy saucepan, combine the sugar, butter, milk and egg. Bring to a boil over medium heat, stirring constantly. Remove from the heat. Stir in the cracker crumbs, coconut, peanuts and vanilla. Cool for 10 minutes or until thickened. Spread over graham crackers in pan. Top with remaining graham crackers; press down lightly. Cover and refrigerate for 4 hours or until firm.
Using foil, remove from pan. Discard foil. Cut into 2-1/2-in. x 1-in. bars, following score marks on graham crackers.
In a microwave-safe bowl, melt peanut butter chips and 2 tablespoons shortening; stir until smooth. Dip top of bars in peanut butter mixture; let excess drip off. Invert onto a waxed paper-lined pan. Chill for 15 minutes or until set.
Melt chocolate chips and remaining shortening; stir until smooth. Dip uncoated half of bars in chocolate mixture; let excess drip off. Invert onto a waxed paper-lined pan. Chill for 30 minutes or until set. Store in an airtight container.