In a large saucepan, combine the sugar and salt. Zest 1 tangerine directly into the pan; reserve the tangerine for another use. Whisk to evenly distribute the zest. Add the cocoa powder and cornstarch and whisk until combined. While whisking, slowly add 1 cup milk. Whisk until smooth.
Microwave the remaining 3 cups milk until warm, about 2 minutes. Whisk into the cocoa mixture. Bring to a boil over medium heat, stirring constantly. Boil for 2 minutes, still stirring. Remove from the heat and add the chocolate chips. Whisk until smooth. Transfer to a bowl and immediately press a piece of plastic wrap directly on the surface of the pudding. Refrigerate until cold and firm, at least 3 hours and up to 1 day.
Meanwhile, cut 1/2-inch off the tops of the remaining 8 tangerines. Reserve the tops. Place 1 tangerine on a cutting board. Run a small knife around the edge of 1 tangerine, angling the tip of the blade towards the center while rotating the fruit, to release the flesh from the rind without cutting through the bottom. Use a small spoon to scoop out the remaining flesh, leaving only the rind. Repeat with the remaining tangerines. Save the flesh for snacking or juicing.
With a black permanent marker, draw jack o' lantern faces onto the tangerines. Using the tip of a sharp knife, cut out the stem centers from the tops. Stick a pretzel stick half into each top.
Uncover the pudding and whisk until smooth. Divide among the tangerine cups. Place the tops back on the tangerines.