Bring milks to a simmer in a sauce pan over medium heat. Remove from heat and add chocolate. Allow to sit for a minute to allow chocolate to melt. Stir until smooth.
Mix together egg yolks and sugar. Whisk into chocolate mixture.
Strain the mixture to remove any pieces of egg that may still be there.
Pour mixture evenly into cups (1/2 - 3/4 cup size) Cover with foil. Place cups into a baking pan that is filled with enough hot water to come half up on the cups of chocolate.
Bake until custard is set but still have a little movement when gently shaken. About 30-40 minutes depending on container size.
Refrigerate at least 3 hours. Can be made the day ahead. Cover and keep chilled until ready to serve.