In medium saucepan heat and stir butter and chocolate on medium-low heat until just melted. Remove from heat and cool for 5 minutes.
Stir in powdered sugar and beaten egg. Whip together until creamy. **the egg will cook sufficiently as it is whisked into the warm chocolate.
Fold in nuts and marshmallows.
Spread the coconut on the counter in a rectangle about 10 inches long. Drop about ⅓ of the chocolate mixture down center of coconut.
Using hands pat coconut on chocolate forming it into a roll and completely covering with coconut, about 1½ inches in diameter.
Carefully transfer chocolate roll onto a piece of cling wrap and fold the wrap snuggly around the roll. Make two more rolls using up the remainder the chocolate.
Place wrapped rolls onto a cookie sheet and place in refrigerator for 3 hours.
Remove from refrigerator and unroll. With a sharp knife cut into slices about ½ inch thick. Keep covered in refrigerator until ready to serve.