Preheat oven to 350° and lightly grease and flour two 8 inch round cake pans. Set aside.
Whisk together flour, cocoa powder, baking soda, and baking powder. Set aside.
In a large bowl beat sugar and oil together, then add in eggs, Greek yogurt, and milk, beat until evenly blended. Add flour mixture and beat until combined.
Pour into prepared cake pans, and bake for 30 minutes or until a toothpick comes out clean.
Remove from oven, cool, and turn out onto a cooling tray.
Whisk sugar, egg yolk, evaporated milk and vanilla in a pot over medium heat. Cook for 15 minutes while stirring frequently.
Stir in coconut and chopped pecans, cook an additional 3-4 minutes, then spread over one of your cakes.
Place second cake on top and spread remaining icing. Add pecans if you like.
Cut and serve as desired.