Put the kettle on, and warm the milk and cream together in a saucepan or in a bowl in the microwave.
Put the sugar and cornflour into another saucepan and sieve in the cocoa powder. Add the 2 tablespoons of boiling water and whisk to a paste.
Whisk in the egg yolks, one at a time, followed by the warmed milk and cream, then the vanilla extract.
Scrape down the sides of the pan and put it on a lowish heat, cooking and whisking for about 3-4 minutes until the mixture thickens to a mayonnaise-like consistency.
Take off the heat and whisk in the finely chopped chocolate, before pouring into 4 small cups or glasses, each with a capacity of about 150ml / two-thirds of a cup.
Cover the tops of the cups or glasses with clingfilm, letting the clingfilm rest on the chocolate surface, to stop a skin forming, and refrigerate once they are cooler. Make sure they are not still fridge-cold when you serve them. You can add a blob of cream on top if you like.