Preheat oven to 350 degrees F. Line a 9-inch square baking pan with parchment paper (a 7 by 11-inch pan will also work).

Chocolate Pecan Layer

1.  In a small heavy saucepan over low heat, combine the butter, chocolate chips, milk, and sugar. Cook, stirring, until melted, smooth and well blended.
2. Remove from heat and stir in pecans. Set aside to cool while you make the cookie layer.

Cookie Layers

1. With an electric mixer using the paddle attachment, cream together the butter and sugar until well blended, around 3 minutes.
2. Add the egg and vanilla and continue beating until well blended.
3. In a separate mixing bowl, stir together the flour, baking soda and 1 3/4 cups of the oats. Stir into the butter mixture just until combined. 

Assembly

1. Press 3/4 of the cookie dough (around 3 cups) into the bottom of the prepared pan, pushing down with moistened fingers into a tight, even layer.
2. Pour chocolate mixture evenly over the top, spreading into an even layer.
3. Mix the remaining 1/4 cup oats into the remainder of the cookie dough. Break into small pieces and sprinkle evenly over the chocolate layer.
4. Bake for 25 to 30 minutes, until the top is a light golden brown.
5. Cool in pan on a wire rack to room temperature, then cover and refrigerate before cutting into 36 bars. (I cut them into 18 pieces, then cut those in half.) Store in the refrigerator in an airtight container.