Place the cocoa, cornstarch, sugar, dry milk, and salt in a large container with a tight fitting lid. Secure the lid and shake well to thoroughly combine.
Measure out 1 ¾ cups (200 grams) of the dry pudding mix and place in a medium-large heat-proof bowl. Add the milk and heavy cream and whisk to combine.
Fill a medium pot with 1 ½-inches of water and place over medium-high heat. Bring the water to a boil then reduce the heat low enough to maintain a firm simmer.
Place the heat-proof bowl with the pudding mixture on top of the pot and cook, whisking constantly, until the pudding thickens and the temperature reaches 170℉ on a digital thermometer, 18-20 minutes.
Kill the heat and whisk in the vanilla.
Remove the bowl from the pot and pour into individual ramekins, distributing evenly.
Place a piece of plastic wrap directly on the surface of each of the puddings to prevent a skin from forming on the tops.
Cool on the counter for about an hour before refrigerating at least 4 hours before serving.
