Melt chocolate chips and butter in a saucepan, stirring frequently.
Remove from heat.
Put the beaten egg into a bowl. Slowly, stir in small amounts of melted chocolate.
Pour the mixture back into the pan and cook over low heat for 2 minutes.
Pour mixture into a bowl and let cool for about 15 minutes.
Gently stir in marshmallows and nuts.
Chill in the refrigerator for 30 minutes.
Turn the cookie mixture onto a sheet of wax paper.
Form into a 1 1/2″ diameter roll.
Gently roll it onto a second clean sheet of waxed paper.
Cover the outside of the roll with coconut flakes.
Wrap the roll tightly and put it into the freezer for at least 4 hours.
Remove from the freezer, and take off the waxed paper.
Cut cookies into 1/4″ slices.
Place cookies in an airtight container and refrigerate until ready to serve.