In a large heatproof bowl, whisk 3 tablespoons cocoa powder, 3 tablespoons cornstarch, ¼ teaspoon salt and ¼ teaspoon ground cayenne pepper until combined.
Add and whisk in 1 cup heavy cream, a little at a time, until smooth.
Then add the 3 egg yolks and whisk until well incorporated.
In a saucepan over medium heat, stir 2 ½ cups milk and ½ cup sugar until the sugar is completely dissolved. Bring this mixture to a simmer.
Pour about half of your milk into your cocoa/cream mixture and whisk to temper it.
Then pour everything pack into your saucepan and bring to a boil, stirring often. You should see massive chocolate bubbles and the mixture will start to thicken.
Once it starts boiling, cook for another 2 minutes, whisking constantly.
Then remove from the heat and stir in 1 teaspoon vanilla.
Then add 4 oz bittersweet chocolate chips and leave it alone for about 2 minutes or until the chocolate chips melt. Then whisk until fully incorporated.
Transfer the pudding into an airtight container. Smoothen the top before putting plastic wrap right on the surface. Let it cool slightly before covering with your container's lid. Chill until set (I chill mine overnight).