Combine skim milk and almond liqueur in a large heavy saucepan; cook over medium heat until hot (do not boil).
Sift sugar, cocoa, and cornstarch together in a large heavy saucepan; add hot milk mixture, whisking until smooth. Bring to a boil over medium heat; boil 1 minute. Stir in vanilla.
Pour into 8 custard cups or stemmed glasses; cover with wax paper, and chill.