Whisk egg yolks, milk, sugar and salt in a large stainless steel sauce pan over low heat, stir gently for 5 minutes. Increase heat to medium and stir until custard is thickened and steaming. Strain thru a fine-mesh sieve into a large bowl.
To make the chocolate sauce, whisk sugar & cocoa in the same pot, add chopped chocolate and heavy cream. Bring to a boil over medium heat, whisking constantly until sugar has dissolved and mixtures bubbling. Strain into custard, add vanilla and Cointreau. Mix well.
Place bowl with custard in a large bowl, filled with ice and cold water to create a ice bath. Chill for 30-45 minutes. Place smaller bowl with custard into fridge until cold and thick, 4-6 hours.
Make ice cream according to manufacturers instructions.
Place ice cream in a quart container. Place a sheet of plastic wrap over ice cream prior to placing top. Helps prevent freezer burn.