Combine milk, sugar, cocoa powder, and salt in a sauce pan over medium heat. Bring to a simmer, stirring constantly.
Place egg yolks in a small bowl. Gradually whisk in about half a cup of hot milk mixture, then return to the sauce pan. Heat and stir until thickened, but do not boil.
Remove from the heat and stir in chopped chocolate until melted. Pour into a chilled bowl and refrigerate, stirring occasionally, until cold, about two hours.
Stir in heavy cream and the vanilla. Pour into an ice cream maker and freeze according to the manufacturers directions.