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Pre-heat the oven to 350°F. Butter a 9-inch square baking pan and then line it with parchment paper, allowing two sides of the parchment to hang over the edges of the pan.
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Melt the butter in a medium saucepan over medium-low heat. Add the cocoa powder and sugar and whisk well. Then, add the egg and whisk well to combine. The mixture should thicken quite quickly. (If the mixture looks broken at any point, don’t worry, just whisk it back together and proceed with the recipe.) Stir in the graham cracker crumbs, shredded coconut and walnuts. Combine the ingredients well, pour the mixture into the prepared baking pan and spread it into an even layer. Transfer the pan to the oven and bake for 10 to 12 minutes. Remove and cool.
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While the crust is cooking, make the middle layer. Combine the milk and heavy cream in a medium-sized saucepan over medium heat. Whisk the cornstarch, sugar, salt, whole eggs and egg yolk together in a bowl until well combined. Temper the eggs into the cream by slowly whisking the warm cream into the bowl of eggs and then pour the whole mixture back into the saucepan, whisking constantly. Return the saucepan to medium-low heat and cook gently until the custard thickens. You can bring the mixture to just below the boil, but don’t boil the custard. Once the custard has thickened, stir in the vanilla extract. Pour the warm custard over the crust and smooth it out. Refrigerate for at least 30 minutes, until the custard layer has set.
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To make the chocolate layer melt the butter in the top of a double boiler, or in a bowl over a saucepan of simmering water. Set ½ cup of the chocolate chips aside for later. Add the remaining 1 cup of chocolate chips to the butter and melt, stirring until smooth. Once the chocolate has melted, remove the pan from the heat and add the remaining ½ cup of chocolate chips. Stir until melted and smooth. Let the chocolate cool for a few minutes. It should be warm, but not hot and still pourable. Pour the chocolate over the chilled custard layer and smooth it out, banging the pan on the counter to help create a completely smooth surface. Transfer the pan to the refrigerator to chill until the chocolate has set.
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When you are ready to serve, cut into bars or squares with a clean hot knife, wiping the knife in between slices.