Whisk together egg, egg yolks, remaining 1/4 cup milk, 1/4 cup sugar, the cocoa and salt in small bowl. Stir in a little of hot milk mixture. Stir egg mixture into saucepan. Cook, stirring constantly with wooden spoon, over medium-low heat until thickened and barely boiling. Remove from heat. Stir in chopped chocolate, butter, rum and vanilla.