1. Heat oven to 350°F (325°F for glass dish).
2. Stir together flour, sugar and cocoa in large bowl. Cut in butter until crumbly. Press firmly onto bottom of ungreased 13x9x2-inch baking pan.
3. Bake 15 minutes; remove from oven. Meanwhile, in medium bowl, beat sweetened condensed milk, egg and vanilla until well blended. Stir in pecans. Spread mixture evenly over hot baked crust. Return to oven.
4. Bake 25 minutes or until lightly browned. Cool completely in pan on wire rack. Cut into bars. Cover; store in refrigerator. Makes 24 to 36 bars.