Combine first 5 ingredients in a large saucepan. Gradually add milk, stirring with a whisk. Bring to a boil over medium heat, stirring constantly. Cook 1 minute, stirring constantly.
Place egg yolks in a bowl. Gradually add hot milk mixture to egg yolks, stirring constantly. Return milk mixture to pan. Cook over medium heat 5 minutes or until mixture is thick, stirring constantly. Remove mixture from heat, and add chopped chocolate and vanilla extract, stirring until the chocolate melts. Spoon pudding into a small bowl. Place bowl in a large ice-filled bowl for 15 minutes or until pudding is cool, stirring occasionally. Remove bowl from ice; cover and chill.