Start by blind-baking your pie crust. Preheat the oven to 400 degrees F. Roll out the pie crust (if you need more detailed instructions, consult the Pie 101, link is above), place it in your pie shell and crimp the edges. Brush the edges with egg wash. Spray a sheet of parchment with cooking spray and nestle it (spray side down) into the pie crust. Pour in raw rice, dried beans or pie weights. Transfer to the oven to bake for 20 minutes, until the edges are lightly golden brown. Carefully lift up the parchment, removing it from the pie shell. Turn the oven’s heat down to 300 degrees F and bake the pie crust for an additional 20 minutes, until the shell is evenly golden brown. Set aside to cool completely.
In a medium saucepan, add the milk, sugar and chopped Anaheim chiles. Heat the milk, stirring occasionally, until very hot (160 degrees F). Immediately turn off the heat, cover the pan and allow to steep for 30 minutes. After the milk has steeped, we’re gonna blend it, this will really intensify the chile flavor! If you have an immersion blender, feel free to use it to blend up the chile and milk mixture. If you don’t own one, transfer the milk mixture to a blender and pulse until blended. Run the milk through a strainer and discard the pepper bits. The color of the milk should be a pale green color—give it a taste. It should taste sweet and have a strong flavor of chile. Transfer it back to the saucepan.
In a medium bowl, whisk together the cocoa powder, corn starch and salt. In a steady stream, slowly incorporate the heavy cream, whisking the entire time until it’s super smooth. The appearance will almost be fudge-like. Add the egg yolks and stir once more until smooth.
Reheat the steeped milk to very hot (160 degrees F). Next, we’re gonna temper the egg mixture. Add about a 1/4 cup (you can eyeball this measurement) of hot milk to the chocolate/egg mixture and stir. Add one more 1/4 cup of hot milk and whisk again. Add all of the egg/milk mixture to the saucepan and heat to 175 degrees F and cook for two minutes, whisking the entire time. By this time the pudding should have thickened quite a bit.
Pour the pudding through a sieve into the cooled pie shell. If you like pudding skin, then I don’t understand you but it’s fine. If you hate pudding skin, then I totally understand you. Place a sheet of plastic wrap on the pudding’s surface to prevent skin from happening. Transfer the pie to the fridge to set for about 2 hours to 4 hours. When you’re reading to serve, pour the heavy cream and powdered sugar in a stand-up mixer with the whisk attachment; whip until soft peaks form. Pour the whipped cream atop the pie and smooth it all around all pretty-like. And then slice it up and serve.