Whisk together first 5 ingredients in a medium-size heavy saucepan over medium-high heat, and cook, whisking constantly, 5 minutes or until mixture is hot. Gradually whisk 1/3 cup hot milk mixture into egg in a small bowl. Whisk egg mixture into remaining hot milk mixture.
Cook, whisking constantly, 3 minutes or until mixture thickens. Remove from heat; add chopped chocolate, stirring until chocolate melts and mixture is smooth. Stir in vanilla. Pour mixture into a glass bowl. Place heavy-duty plastic wrap directly on warm mixture (to keep a film from forming), and chill 2 hours or until completely cool.
Layer 1 1/2 Tbsp. Quick Oatmeal Granola, 3 Tbsp. chocolate mixture, and 1/4 cup whipped topping into each of 6 (1 1/2-cup) parfait glasses. Repeat layers once; sprinkle each parfait with 1 Tbsp. granola.