Preheat the oven to 300 degrees F.
Bring the whipping cream and milk to a boil in a saucepan over low heat. The second it starts to boil, take it off the heat. Add the chocolate shavings and whisk until smooth. In another bowl, mix together the yolks, brown sugar, and cayenne. Slowly spoon the chocolate mixture into the yolks. Cook's Note: It is important to take your time with this step because the chocolate is hot, and if you dump it into the eggs in one shot you'll end up with chocolate scrambled eggs.
Pour the mixture into little pots or espresso cups and cover with foil. Pierce some small holes in the foil so steam can escape and place the jars into a roasting pan. Fill the roasting pan with water halfway up the sides of the jars so that they bake evenly. Bake for 35 minutes. Cool the pots on the counter for 35 minutes and then put them in the refrigerator for 3 hours to chill. Sprinkle with fleur de sel and serve.
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