Put 1 1/2 cups of the milk, the sugar, and the cocoa in a non-reactive saucepan. Bring to a simmer, over medium-high heat. Remove from the heat.
Meanwhile, whisk the remaining 1/2 cup of the milk, cornstarch, salt, egg yolks, and vanilla in a bowl. Gradually whisk the hot milk into the egg mixture.
Return to the saucepan to a medium-high heat, and cook, whisking constantly, until the pudding comes to a full boil. Reduce the heat to maintain a simmer, and continue whisking until thick, about 2 or 3 minutes more.
Pour the pudding into 6 small cups. Cover with plastic wrap and refrigerate for at least 4 hours or ideally overnight until set.
Just before serving pour the cream into a chilled bowl. Whip the confectioners' sugar into the cream with a whisk or a hand held mixer, and continue beating until soft peaks form. Take care not to over beat the cream or it will be grainy. Serve each pudding with a dollop of whipped cream on top.
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