In a medium saucepan, whisk together the granulated sugar, cocoa powder, cornstarch, and a pinch of salt until well combined. Gradually whisk in the whole milk (or coconut milk) until smooth. Cook over medium heat, continuously stirring, until the mixture thickens and comes to a gentle boil. This usually takes about 5-7 minutes.
Once the pudding has thickened, remove it from heat. Stir in the chopped chocolate and vanilla extract until the chocolate is completely melted and the mixture is smooth. Transfer the pudding to a bowl, cover it with plastic wrap, and let it cool to room temperature.
In a mixing bowl, combine the heavy whipping cream, powdered sugar, and vanilla. Using an electric mixer, whip the cream on medium-high speed until soft peaks form. Be careful not to over-whip, as you want the cream to retain its light and airy texture.
Once the pudding has cooled, it’s time to assemble the parfaits. In your serving glasses or bowls, start by adding a layer of chocolate pudding at the bottom. Follow this with a layer of whipped cream, and then sprinkle a mix of chopped peanuts, almonds, and mini marshmallows. Repeat the layers until the glasses are filled, finishing with a generous dollop of whipped cream on top.
For an extra touch, sprinkle some chocolate chips on top of the whipped cream. If desired, you can also add a scoop of chocolate or chocolate peanut butter ice cream and drizzle with melted chocolate or hot fudge. Chill the parfaits in the refrigerator until you’re ready to serve.