Add the heavy whipping cream and cocoa powder to a pot over medium heat on the stove. Whisk to combine them completely.

Continue to cook the mixture, whisking often to avoid scalding, until it just starts to steam. Do not let it boil.

When the mixture starts to steam, remove from heat. Allow it to cool until you are able to place your finger in it at a comfortable but warm temperature.

Combine the egg yolks and sweetener in a bowl. Whisk to combine well.

While whisking continuously, add a bit of the warm cream mixture to the egg yolk mixture. Once it is completely combined, add a bit more of the warm cream mixture to the egg yolks, continuing to whisk, until smooth and combined.

Once tempered, pour the egg yolk mixture into the pot with the cream mixture and place over low heat on the stove.

Whisk and continue to cook the mixture on low until it has thickened and can coat the tines of the whisk.

Remove the pudding from the heat, add the vanilla extract, and continue to whisk for about 5 minutes.

Transfer the pudding to the refrigerator to chill and set for 1-2 hours before serving.