Mix together the sugar, cornstarch, and salt in a medium saucepan. Add 1/3 cup of the milk, stirring to form a smooth paste. Whisk in the remaining milk and the egg yolks.
Cook the pudding mixture over medium-low heat, stirring constantly with a wooden spoon or spatula until thickened, about 15 minutes. (Do not allow to boil.) Remove from heat.
Add the vanilla and chocolate, stirring until the chocolate is melted and the mixture is smooth.Pour into eight 4-ounce ramekins, glasses, or teacups and refrigerate, covered, until well chilled, at least 2 hours and up to 48 hours. Sprinkle with the cocoa powder before serving.