In a large saucepan over medium heat, stir together the whole milk, sweetened condensed milk, and vanilla extract. Bring the mixture to the boil, stirring constantly. Remove from heat and let it sit for 20 minutes. Strain and return to pan.
Put the pan on a low heat, add the chocolate and whisk until the chocolate melts. Combine the cornflour with enough cold water to form a thin paste.
Add the paste a little at a time, whisking constantly until the soup is thick and smooth. You will know when it's ready when the bubbles have gone and the chocolate has thickened.
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