Preheat oven to 375°F.
Grease a 9x9-inch baking pan with cooking spray and line with parchment paper. Spray the parchment paper with baking spray and set aside.
In medium-sized bowl whisk together flour, baking soda, baking powder, and salt.
In a separate large bowl, with a mixer beat together brown sugar, butter, oil, egg and vanilla until smooth.
Stir in the flour mixture and mix until well blended.
Take about 2/3 of the dough to the prepared pan and press the dough down onto the bottom of the pan in an even layer.
Spread 1 cup of the shredded coconut on top of the dough.
Put the pan in the oven and bake for 10 minutes.
Remove from oven and spread the cooled milk mixture over the baked crust.
Sprinkle the rest of the dough over the milk mixture.
Evenly sprinkle the chopped hazelnuts and layer the rest of the shredded coconut.
Put back in the oven and bake for 15 to 20 minutes, or until puffed up and golden brown
Cool completely before cutting into bars.