Line a square 20cm x 20cm / 8 inch x 8 inch baking or Pyrex dish with non-stick baking paper. For easy removal of the Hedgehog Slice, leave some paper hanging over the edges.
Place the biscuits into a zip-lock plastic bag and gently crush with a rolling pin making sure to leave some chunky pieces. Place the crushed biscuits into a large bowl along with the coconut.
In a heatproof bowl, add the dark chocolate, butter, vanilla and sweetened condensed milk.
Place it over a saucepan of barely simmering water ensuring that the bottom of the bowl does not touch the water. Stir the mixture occasionally, and when almost melted, remove the bowl from the saucepan. The residual heat will melt the remaining chocolate and butter. Stir the chocolate mixture well.
Pour the chocolate over the crushed biscuit mixture.
Stir the mixture until it is well combined. Pour into the prepared baking tin and press down firmly with a spoon or a spatula to create an even layer.
Melt the milk chocolate in a clean, heatproof bowl over a pan of barely simmering water being careful that the bottom of the bowl does not touch the water and no water/steam is able to get into the bowl. If you prefer to use a microwave, add chopped chocolate to a microwave-safe bowl. Melt in 30-second increments, stirring frequently, being careful to not burn the chocolate.
Pour the melted chocolate over the biscuit base and use a spatula to spread it evenly.
Place in the fridge for about three hours or until it is set. To cut the Hedgehog Slice, remove it from the fridge in advance - about 10 minutes before cutting.