Preheat oven to 350 degrees.
In large bowl, combine flour, sugar and cocoa.
Cut in butter until crumbly. Mixture will be dry.
Reserving 2 cups crumb mixture, press remainder firmly on bottom of 13 x 9 inch pan.
Bake 15 minutes.
In large bowl, beat cream cheese until fluffy.
Gradually beat in condensed milk until smooth.
Add egg and vanilla, mix well.
Pour over prepared crust.
Combine nuts with reserved crumb mixture.
Sprinkle over cheese mixture.
Bake 25 minutes or until bubbly.
Cool then chill at least 4 hours.
Cut into bars.
Store airtight in refrigerator.