1. In a medium stainless-steel saucepan, bring the milk, 2/3 cup of the cream, the cocoa, and the fennel seeds to a boil, whisking occasionally. Remove from the heat and let the mixture infuse, covered, for 10 minutes.
2. In a medium bowl, whisk the egg yolks, sugar, cornstarch, and salt until pale yellow.
3. Bring the milk mixture back to a boil and then strain it into the egg mixture. Whisk until smooth and pour back into the saucepan. Cook over moderately high heat, whisking constantly, until the mixture comes to a boil, about 1 minute. Remove from the heat.
4. Add the chocolate and whisk until melted. Whisk in the remaining 1/3 cup cream. Pour the pudding into individual bowls and chill.