In large heavy saucepan, combine the butter, cocoa, sugar and coffee. Cook and stir over medium-low heat until melted. Whisk a small amount of hot mixture into egg. Return all to the pan, whisking constantly. Cook and stir over medium-low heat until mixture reaches 160 degrees. Remove from the heat.
Stir in the cracker crumbs, coconut, and pecans. Press into a foil-lined 8-inch square baking pan. Refrigerate for 30 minutes or until set.
For filling, in a large bowl, beat the butter, whipping cream, rum, and vanilla until blended. Gradually beat in confectioners' sugar until smooth; spread over crust.
In a microwave, melt chocolate chips and butter; stir until smooth. Spread over top. Refrigerate until set. Cut into bars and dust with cocoa.