To make the crust:
Heat the oven to 350°F and place a rack in the middle of the oven. Place the chocolate wafers in the bowl of a food processor fitted with the metal blade and pulse until ground into evenly sized crumbs. Or place them in zip-top bag and pulverize them with a rolling pin or meat mallet until finely crushed. You should have about 1-1/2 cups of crumbs.
Place the crumbs in a medium mixing bowl. Drizzle in the melted butter and mix with a fork until the crumbs are evenly moistened (if using a food processor, drizzle the butter through the feed tube while pulsing).
Transfer the buttered crumbs to a 9-inch pie plate, and use your fingertips or the back of a spoon to press the mixture evenly into the pie plate, spreading it up the sides but not over the rim. (I find the back of a spoon works best for pressing the crumbs into place and scraping away the thicker areas where the bottom meets the sides to even out the crumbs.)
Bake for 7 to 10 minutes, or until the sides of the crust feel firm to the touch. Transfer to a wire rack to cool completely before filling.
To make the filling:
Place the milk, cream, and vanilla bean in a large (4-quart) saucepan. Heat over medium-high heat, stirring occasionally, until almost about to simmer. (The surface will start to look foamy. This is called scalding. Do not let it boil.) Remove from the heat and let the vanilla bean steep in the milk for 15 minutes.
Place the egg yolks, sugar, salt, and cornstarch in a medium mixing bowl and beat with a whisk until well blended, about 1 minute.
Remove the vanilla bean from milk. Use a knife to scrape out as many seeds as possible and add them to the milk. Swirl the pod in the milk to remove any remaining seeds. Discard the pod or save for another use. Add the toasted coconut and place the pot over medium-high heat. Bring to a simmer, then remove from the heat.
Ladle out about 1/2 cup of the hot milk and whisk it into the egg mixture. (This is called “tempering,” which allows the eggs to warm up so they don’t get shocked into curdling when you pour them into the hot milk.) Slowly pour the egg mixture into the pot of milk, whisking steadily to keep the eggs from curdling.
Place the pot over medium-high heat and bring the mixture to a boil, stirring constantly but not furiously. (You must stir constantly so you don’t get scrambled eggs, but don’t stir too vigorously either). Reduce the heat to low and continue to cook while whisking constantly (make sure to get the sides and edges) until the mixture is very thick, about 2 to 3 minutes. Remove from the heat, add the butter and stir until melted, then stir in the coconut rum.
Let the filling cool to lukewarm (about 15 minutes), then pour into the cooled pie shell. Place a piece of plastic wrap directly on the surface (to keep a skin from forming). Refrigerate the pie for at least 4 hours before serving.
To make the topping:
Just before serving, make the whipped cream topping: Place the cream and vanilla in the bowl of a stand mixer fitted with the whisk attachment (or, if using a whisk or hand-held mixer, put it in a deep mixing bowl). Beat on medium speed until frothy. Sprinkle in the confectioners’ sugar and beat on medium-high until stiff peaks form (when the whisk is lifted the cream will form a point that doesn’t droop).
Mound the whipped cream in the center of the chilled pie. Use the back of a large spoon or an offset metal spatula to spread it out to the edge and give it a few decorative swirls. If desired, fill a pastry bag fitted with a star tip with half of the whipped cream and pipe a border around the outside of the pie (pipe a ring of the letter “s,” starting a new “s” inside the bottom part of the previous “s” so they interlock). Sprinkle with toasted coconut and serve.
The crust can be made up to 1 day ahead; wrap in plastic and store at room temperature.