In a medium stainless-steel saucepan, bring the milk, 2/3 cup of the cream, the cocoa, and the fennel seeds to a boil, whisking occasionally.
Remove from the heat and let the mixture infuse, covered, for 10 minutes.
In a medium bowl, whisk the egg yolks, sugar, cornstarch, and salt until pale yellow.
Bring the milk mixture back to a boil and then strain it into the egg mixture.
Whisk until smooth and pour back into the saucepan. Cook over moderately high heat, whisking constantly, until the mixture comes to a boil, about 1 minute.