Preheat oven, prep baking sheet, and make cookie crust: Preheat oven to 375°F. Lightly splash a 15-by-10-inch rimmed baking sheet evenly with water, then line with parchment paper. In a large bowl, stir together cookie crumbs, sugar, and butter until combined.
Press cookie crust in baking sheet: Evenly press onto bottom and up sides of prepared baking sheet. Bake, rotating halfway through, until firm, about 10 minutes.
Cool crust: Transfer to a wire rack; cool, about 20 minutes.
Add pecans and chocolate: Sprinkle cooled crust evenly with pecans and chocolate.
Pour condensed milk over: Pour condensed milk over the top, spreading to cover completely (do not let it drip over the edges).
Add coconut: Sprinkle with coconut.
Bake and cool: Bake until coconut is toasted, 10 to 15 minutes. Transfer to rack; cool completely.
Cut into bars: Trim edges, if desired, and cut into equal-size bars.
