Preheat oven to 350°F. Pulse Oreo cookies, sliced almonds, and sweetened shredded coconut in a food processor until fine crumbs form. Mix with melted butter in a bowl.
Press crumb mixture firmly into a 9-inch pie plate along the bottom and up the sides. Bake for about 10 minutes until set. Cool completely.
In a medium saucepan, whisk together whole milk, egg yolks, sugar, cornstarch, vanilla extract, and salt. Cook over medium heat, stirring constantly, until thickened and just beginning to bubble.
Remove from heat and divide the custard in half. Stir melted unsweetened chocolate into one half. Stir sweetened shredded coconut into the other half.
Pour the coconut custard into the cooled crust, then top with the chocolate custard. Smooth the top. Cover with plastic wrap touching the surface and chill until fully set, at least 2 hours, ideally overnight.
Before serving, top with whipped cream, toasted sliced almonds, and extra toasted coconut. Slice with a hot, clean knife for neat portions.