Combine first 5 ingredients in a medium, heavy saucepan, and stir well with a whisk. Gradually stir in milk, and bring to a boil over medium heat. Reduce heat, and simmer 1 minute or until thick. Remove from heat, and add chocolate, stirring until melted. Stir in vanilla. Pour about 1/2 cup pudding into each of 4 dessert dishes; cover surface of pudding with plastic wrap. Chill at least 4 hours. Remove plastic wrap to serve.