In a 1- to 2-quart pan, warm milk over medium-high heat until steaming.
In a bowl, beat together egg yolks and sugar; whisk in 1/2 cup hot milk.
Return egg-milk mixture to pan.
Stir on medium-low heat until mixture is thick enough to smoothly coat the back of a metal spoon, 10 to 12 minutes.
Remove from heat; stir vanilla into custard.
Cover lightly and chill until cold, about 1 1/2 hours.
Whip the cream until it will hold stiff peaks.
Gently fold custard into cream.
Pour half the custard mixture into 8 dessert bowls or wine glasses (at least 3/4-cup size).
Sprinkle desserts evenly with 3/4 of the chocolate.
Top evenly with remaining custard, then sprinkle with remaining chocolate.