Make the crust: Line a 9-inch-square baking dish with aluminum foil, leaving a 2-inch overhang on 2 sides. Put 1 stick butter, the granulated sugar and cocoa powder in a heatproof bowl and set over a saucepan of simmering water (do not let the bowl touch the water). Cook, stirring, until the butter melts and the sugar dissolves. Add the egg and continue to cook, whisking, until the mixture is thick like hot fudge sauce, 3 to 5 minutes. Remove from the heat and stir in the graham cracker crumbs, coconut and chopped walnuts. Spread in the prepared baking dish. Cover with plastic wrap and refrigerate until set, about 45 minutes.
Make the filling: Beat the cream cheese, 4 tablespoons butter, the vanilla and salt in a bowl with a mixer on medium-high speed until creamy. Add the confectioners' sugar and beat until stiff, then beat in the heavy cream until fluffy. Spread over the crust, cover and refrigerate until firm, at least 30 minutes.
Make the topping: Put the chocolate and the remaining 2 tablespoons butter in a microwave-safe bowl; microwave in 30-second intervals, stirring, until melted. Quickly spread the chocolate over the filling. Top with whole walnuts and refrigerate until set, 30 minutes. Remove from the pan and cut into squares. Store in the refrigerator for up to 1 week.