Make the Vanilla Custard: In a saucepan, whisk together the egg yolks, sugar, corn starch, and vanilla extract. Slowly add the milk, whisking continuously to prevent lumps. Cook over medium heat, stirring constantly, until the custard thickens. Remove from heat and let cool.
Make the Chocolate Custard: In another saucepan, combine the egg yolks, sugar, corn starch, and cocoa powder. Gradually add the milk, whisking to combine. Cook over medium heat, stirring constantly, until the chocolate custard thickens. Remove from heat and let cool.
Assemble the Pudding Cake: In a serving dish, layer the biscuits at the bottom. Pour a generous amount of vanilla custard over the biscuits, smoothing it into an even layer. Add another layer of biscuits on top, then pour the chocolate custard over the biscuits, spreading it evenly.
Chill and Set: Refrigerate the dessert for at least 4 hours, or overnight, to allow the custards to set and the biscuits to soften.
Serve and Garnish: Once set, slice into squares and serve chilled. Optionally, garnish with fresh berries for an extra burst of flavor and color.