Put the milk and cocoa powder into a saucepan and heat until the powder dissolves.
Mix the egg, sugar, and vanilla extract in a bowl.
Slowly add Step 1 and gently stir it in without letting it foam.
Line a metal tray with a paper towel. Line up the ramekins on the tray and pour in the batter. Fill the tray halfway with boiling water.
Bake for 25 minutes in a preheated 160℃ oven. If they don't jiggle too much when you shake the tray, they're done.
If you're not eating them right away, cool and then chill in the refrigerator. Optionally, dust with powdered sugar and enjoy.