Line a 9x9 pan with parchment or foil. Lightly grease the pan and set to the side.
Make the cookie layer. In a large bowl mix together the graham crackers, coconuts, and walnuts. Set aside. Then in a small saucepan, melt the butter over low heat. When the butter looks soupy, add in the cocoa powder, sugar, and salt, whisking to combine. Make sure it is smooth, and remove the chocolate mixture from the heat. Once off the heat, add in the whisked egg and vanilla, constantly mixing to avoid the egg from curdling. When the mixture looks like it's come back together, place it back on low heat and continue to mix until smooth. The mixture should look thick, like hot fudge. This will take about 2 minutes. Once the mixture is ready, pour it over the graham cracker mixture and fold it in completely. Once the mixture is fully together, press it down into the pan using any extra parchment or the bottom of a glass to get a smooth layer. Then place it in the freeze for about 45-60 minutes until it is set together.
While the cookie layer is setting, make the custard layer. In a medium-sized bowl with a hand mixer or a stand mixer with a paddle attachment, mix the butter, pudding mix, and salt. Cream everything together for about 3 minutes, until fluffy. Then gradually add in the powdered sugar. Do this slowly so you don't make a powdered sugar cloud and make a mess! Then add in the vanilla and the heavy cream, and let it mix until smooth. You want the mixture to be smooth, but spreadable. If needed, add in more heavy cream. Spread over the cookie mixture when ready and place back in the freezer for about 20 minutes.
To make the chocolate mixture, set up a double boiler on the stove and place the chocolate, butter, and cream in a heat-proof bowl. Slowly mix in everything together until smooth. Make sure to consistently stir the mixture, so it has a smooth texture. Remove the bowl from the heat and pour over the custard layer, making sure to fully cover everything. Let the mixture chill for about 20-30 minutes in the freezer until the chocolate is fully set.
The bars will be ready after the top layer is set. They do get a little melty with the chocolate layer, so just plan on serving them accordingly. To get a clean cut on the bars, use a chef's knife and run it under warm water first allowing it to slice into the chocolate evenly. The bars will keep up to two weeks in an airtight container and 3 months in the freezer.