1. Combine sugar, cornstarch, cocoa and salt in a pan. Slowly whisk in milk. Bring to a boil over medium-high heat, whisking. Boil for 1 minute.
2. Whisk yolks to blend in a large bowl. Whisking constantly, slowly pour half of hot milk mixture into yolks. Whisking vigorously, pour yolk mixture back into pan. Bring back to a boil and cook, whisking constantly, until thickened, about 1 minute. Remove from heat and stir in butter and vanilla. Stir 1 1/2 cups Milky Way bars into pudding. Pour into 6 bowls or custard cups.
3. Cover with plastic wrap, pressing directly on surface of pudding, and chill until set, at least 2 hours or overnight. Just before serving, sprinkle with remaining chopped Milky Ways.