In a large saucepan, combine the butter, cocoa and sugar. Cook and stir over low heat until butter is melted. Stir a small amount of mixture into the egg; return all to the pan, stirring constantly. Cook over low heat for 5 minutes or until mixture reaches 160°. Stir in the wafer crumbs, coconut and vanilla.
Press into an ungreased 8-in. square dish. Let stand for 15 minutes. Meanwhile, in a small bowl, whisk milk and pudding mix for 2 minutes. Let stand for 2 minutes.
In a small bowl, cream butter and confectioners' sugar until light and fluffy. Beat in pudding. Spread over crust. Cover and refrigerate for 15 minutes or until firm.
In a microwave, melt chocolate and butter; stir until smooth. Cool slightly. Spread over filling. Refrigerate until serving. Cut into bars.