Preheat oven to 325 F.
In a heavy, medium-size saucepan on medium, heat the cream and milk to just to a simmer. Remove from heat and add the chocolate. Whisk until melted and smooth then add the vanilla, cayenne and salt.
In another bowl, whisk together the egg yolks and sugar. Whisk in the hot chocolate mixture a bit at a time. Let cool 10 minutes, then skim any foam from the surface.
Divide this custard between the baking dishes. Place them in a roasting pan with at least 2-inch sides. Pour warm water into the pan, enough to come halfway up the sides of the bakers.
Bake until the custards are set but the centers still move slightly when gently shaken, about 40 minutes. Remove from the water bath and chill until cold, a few hours. Cover and keep chilled until ready to serve.Add a dollop of whipped cream and chocolate shavings and voila!
