Place the milk, cream, vanilla, sugar, egg yolks, and salt in a medium saucepan. Place the pan over medium heat and cook for 5-6 minutes, whisking frequently, until the mixture is thick enough to coat a spatula.
Place the chocolate, cinnamon, and cayenne in a large bowl. Pour the warm custard mixture over the top and fold until chocolate is melted and combined and very smooth.
Divide the mixture into four ramekins, cover with plastic wrap, and chill until set, about 2 hours.