Preheat ovento 375 degrees. Lightly grease a 13x9x2 inch baking pan; set aside. In a large bowl combine cake mix, oats, nuts, butter and egg until ingredients are thoroughly moistened and mixture resembles coarse crumbs. Reserve 1 cup mixture.
In a seperate bowl combine condensed milk and orange zest; spread over baked base. Combine the reserved crumb mixture, coconut and m&m's mini bits; sprinkle evenly over condensed milk mixture and press lightly. Continue baking 20 to 25 minutes or until golden brown. Cool completely. Cut into bars. Store in tightly covered container. Makes 26 bars.