Blend bread, dark cocoa, sugar, agar agar, and chocolate milk in a mixer until smooth.
In a pot, cook the mixture over low heat. Bring to a boil, stirring continuously it forms small bubbles. Pour agar agar into a rinsed mold and leave to set. Let it cool and refrigerate for at least 4 hours.
In a saucepan, melt the sugar in milk until it forms bubbles. Add cornstarch and continue stirring until it thickens. Add the yolk and vanilla extract, then continue stirring for 1-2 minutes. Let it cool and serve over pudding.