In a medium bowl, sift together cocoa powder, cornstarch and salt. Whisk together heavy cream and egg yolk, then pour into cocoa mixture, mixing with a wooden spoon until smooth and thick. 

In a medium saucepan over medium heat, combine milk and sugar. Whisk gently to dissolve sugar. When bubbles form along the edge of the pan, remove from heat and whisk in cocoa mixture until smooth. 

Bring to a boil over medium-high heat, whisking constantly. When large bubbles form, remove from heat, stir in chocolate, vanilla and Baileys. Whisk until completely smooth. 

Divide between serving dishes. Enjoy immediately or cover gently and chill until ready to serve. 

In a medium bowl beat together heavy cream, Baileys and powdered sugar until glossy and stiff peaks form. Pipe or spoon onto chilled pudding cups. 

Serve with optional chocolate shavings.