Put a layer of graham crackers on bottom of 13 x 9 inch pan. Mix cream cheese, pudding mix and milk with mixer. Fold in Cool Whip. Add a second layer of graham crackers. Melt butter and fold in cocoa. Add powdered sugar and mix well.
In a separate bowl beat egg and add vanilla. Pour this in cocoa mixture, mix and put on top of second layer of graham crackers. Refrigerate for several hours.