Preheat oven to 375 degrees. 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. Evenly press onto bottom and up sides of prepared baking sheet. Bake, rotating halfway through, until firm, about 10 minutes. Transfer to a wire rack; cool, about 20 minutes.
Sprinkle cooled crust evenly with pecans and chocolate. Pour condensed milk over the top, spreading to cover completely (do not let it drip over the edges). Sprinkle with coconut.
Bake until coconut is toasted, 10 to 15 minutes. Transfer to rack; cool completely. Trim edges, if desired, and cut into equal-size bars.
Sweetened condensed milk is made by heating whole milk and sugar until much of the liquid has evaporated. Do not substitute evaporated milk, which is unsweetened.