Preheat oven to 350 degrees. In a large bowl, combine the flour, sugar, and cocoa. Cut in the margarine until crumbly (mixture will be dry). Reserving 2 cups crumb mixture, press remainder in bottom of 13x9 inch baking pan. Bake 15 minutes. In large mixing bowl bear cheese until fluffy. Gradually beat in condensed milk until smooth. Add egg and vanilla; mix well. Pour over prepared crust. Combine nuts with reserved crumb mixture. Sprinkle evenly over cheese mixture. Bake 25 minutes or until bubbly. Cool and cut into bars. Store covered in refrigerator.