Beat the yolks and sugar together for several minutes. It will lighten in color.

Use a large saucepan to heat the milk over medium high until it just comes to a boil. Remove it from the heat to prevent it from boiling over.

Temper the egg yolks by stirring in a half cup or so of the hot milk (I used a ladleful) then transfer the tempered yolks to the hot milk. Add a pinch of salt and the chili powder at this time.

Return the custard mix to the heat and adjust it to medium low. You want to stir or whisk almost continuously for 10 minutes, being careful to not let it boil. If you find the mix begins to foam despite the stirring, remove from the heat and stir until it's under control again. Then turn the heat down a little bit more and return the pan to the burner.

After 10 minutes add the pieces of chocolate a few at a time, stirring between each addition. Once all the chocolate has been added cook for 10 minutes more. Then transfer the custard to four 6 ounce ramekins or dessert bowls.

To prevent a skin from forming on the custard, place a piece of plastic wrap over each bowl, making sure the wrap is touching the surface of the custard. (Some people like the skin. If you do, skip this step.)

Place in the fridge and allow to set for at least an hour before serving.