In a saucepan, combine milk, heavy cream, cocoa powder, and sugar over medium heat.
Remove the saucepan from heat and add the chopped chocolate, stirring until melted and smooth.
In a separate bowl, whisk together egg yolks and salt until combined.
Gradually add a small amount of the chocolate mixture to the egg yolks, whisking constantly.
Once the yolks are warmed, pour the mixture back into the saucepan and return to low heat.
Cook until it thickens enough to coat the back of a spoon.
Strain the mixture through a fine mesh sieve into a bowl to remove any lumps.
Stir in vanilla extract, then let cool slightly before transferring to serving dishes.
Chill in the refrigerator for at least 4 hours, or until set completely.