Add the milk and egg yolk to a measuring cup; whisk to combine.
To a medium saucepan, add 10 tablespoons sugar, the cocoa powder, cornstarch and salt and whisk to combine, breaking up any lumps.
Whisk the milk and egg yolk mixture into the sugar mixture until smooth.
Set the pan over medium-low heat and cook the mixture until it thickens and starts to bubble, stirring the mixture constantly with a rubber spatula and making sure to scrape the corners and bottom of the pan.
Once it bubbles, cook for an additional minute until thick and creamy, taking extra care to scrape the bottom and sides of the pan to avoid scorching the mixture, 6 to 8 minutes total.
If you do get a few small lumps, whisk the mixture vigorously for a few seconds to smooth them; stir in 2 teaspoons vanilla extract.
Spoon the pudding into small serving bowls or glasses, and press a piece of plastic wrap on the surface, of each pudding, to prevent a skin from forming.
Chill for at least 1 hour and up to 2 days.
