Place the chopped chocolate in a medium heatproof bowl. Sprinkle the espresso powder over it and add the vanilla extract; set aside.
Pour the Cabernet into a small saucepan and bring to a gentle simmer over medium heat. Cook until reduced by about half (to roughly 1/3 cup), 5–7 minutes. Take off the heat and keep warm.
In a separate medium saucepan off the heat, whisk together the sugar, cornstarch, and salt. Slowly add the cold milk, whisking until perfectly smooth with no lumps.
Whisk the warm reduced wine into the milk mixture. Set the pan over medium-low heat and cook, whisking constantly and scraping the corners, until the pudding thickens and slow bubbles break the surface, 5–7 minutes.
Once you see steady, lazy bubbles, continue to cook for 60–75 seconds to fully activate the cornstarch. Remove from heat.
Immediately pour the hot pudding base over the chocolate mixture. Let it sit for 1 minute, then whisk until the chocolate is completely melted and the pudding is glossy and smooth.
Strain through a fine-mesh sieve into a clean bowl or spouted measuring cup to ensure a perfectly silky texture.
Divide into 4 small cups. Press plastic wrap directly onto the surface of each to prevent a skin. Cool at room temperature for 30 minutes, then refrigerate 1 1/2–2 hours, until softly set and chilled.
Serve as-is or top with a spoonful of lightly sweetened whipped cream and a few fresh berries, if you like.