For crust, beat together butter, sugar, baking soda and salt until fluffy. Stir in flour. Spread into greased/lined 9x13 pan; this may be sticky so wet your spatula to spread with ease.
Bake at 350°F for 15 minutes or until golden brown. Let cool on rack
For filling, beat egg until foamy, then add in the brown sugar and vanilla. Stir in then coconuts and walnuts.
With a spatula, spread filling over base in pan, and bake at 350°F for 25 to 30 minutes, or until top has formed a crust.
Cut into 2-inch bars; cool in pan.