In a heavy 1-quart saucepan, whisk together the cornstarch, sugar and cocoa. Add half the milk and whisk until very smooth; stir in remaining milk. Cook pudding over medium heat until mixture just comes to a boil; stir constantly while cooking to avoid scorching. Reduce heat to low and simmer 3-4 minutes until thickened. Remove from heat and stir in vanilla. Divide pudding between 4 small serving bowls. Serve warm or chill until cold.