Begin by making your pudding, by combining the ¾ cup of milk, the sugar, and the cocoa in a nonreactive saucepan. Bring to a simmer, over medium-high heat. Remove from the heat.
Meanwhile, whisk the remaining 1/4 cup of the milk, cornstarch, salt, egg yolks, and vanilla in a bowl. Gradually whisk the hot milk into the egg mixture. Return to the saucepan and cook over medium-high heat whisking constantly, until the pudding comes to a full boil. Reduce the heat to maintain a simmer, and continue whisking until thick, about 2 or 3 minutes more.
Pour the pudding into 3 small cups. Cover with plastic wrap and refrigerate for at least 4 hours or ideally overnight until set.
While the pudding is setting, place Oreos in a bag and crush with rolling pin.
Once ready to serve top the pudding with crushed Oreos and worms.