In heavy medium saucepan, bring 2 cups of the milk to a boil. Remove from heat; stir in semi-sweet chocolate. Set aside.
In small bowl, combine sugar, cornstarch and cocoa; mix well. Stir in remaining 1/4 cup milk.
With wire whisk, beat chocolate milk mixture until all chocolate is melted. Add cocoa mixture, beating until well blended. Bring to a boil over medium heat, beating constantly. Reduce heat; simmer 1 minute. Remove saucepan from heat.
In small bowl, beat eggs. Slowly beat in about 1 cup chocolate mixture. Add egg mixture to saucepan; cook over medium heat until mixture thickens and just begins to boil, beating constantly. Remove from heat; beat in margarine and vanilla. Place waxed paper or plastic wrap over surface of pudding. Cool 15 minutes. Refrigerate 2 hours or until cold.
In small bowl, beat whipping cream and powdered sugar until stiff peaks form. Fold in half of candy pieces.
To serve, spoon pudding into parfait glasses or dessert dishes. Top each with whipped cream mixture; sprinkle with remaining half of candy pieces. Store in refrigerator.