Preheat oven to 350 degrees F. Line an 8x8" square baking dish with parchment paper, leaving a 1" overhang on all sides.
In a medium bowl, stir together cocoa powder, sugar, graham cracker crumbs, coconut and nuts. Drizzle butter over top and toss with a fork to combine. Add egg and stir until well combined. Press the mixture into bottom of prepared baking dish and bake 10-12 minutes, until set. Cool on wire rack.
In a standing mixer fitted with the paddle attachment, combine butter, confectioners' sugar, powdered milk, vanilla extract and cream. Beat until light and fluffy, scraping down sides occasionally, for about 2 minutes total. When crust is completely cool, spread filling evenly over top. Transfer to freezer to firm up for about 10 minutes.
In a glass microwave-safe measuring cup, melt chocolate by microwaving at 50% power for 2 minutes. Stir until smooth. Stir in vegetable oil. Spread evenly over filling. Let stand until chocolate is hardened.
Lift bars out of dish by the parchment overhang, then slice into 24 equal bars. Run your knife under hot water between cuts to make clean slices.