In a medium saucepan, combine the sugar, cornstarch, and salt. Add 1/3 cup of the milk, stirring to form a smooth paste. Whisk in the egg yolks and the remaining milk.
Cook the mixture over medium-low heat, stirring constantly with a wooden spoon or spatula until thickened, 12 to 15 minutes (do not allow to boil). Remove from heat.
Add the vanilla and chocolate, stirring until the chocolate is melted and the mixture is smooth. Pour into eight 4-ounce ramekins, glasses, or teacups. Refrigerate, covered, until chilled, at least 2 hours and up to 2 days. Sprinkle with the cocoa powder before serving.