Prepare all the ingredients. Pour the milk and heavy cream into a saucepan and heat over medium heat. Do not boil, just warm it through.
In a bowl, whisk the egg yolks with the sugar and vanilla sugar until pale and fluffy. Gradually add the warm milk and cream mixture, whisking constantly. Then, pour the mixture back into the saucepan.
Cook the mixture over low heat for 5-7 minutes, stirring constantly, until it thickens slightly. Be careful not to let it boil.
Melt the chocolate and add it to the egg mixture. Stir well until the chocolate is completely melted and the mixture is smooth.
Finely chop the fresh chili pepper and add it to the chocolate mixture. If you prefer a spicier flavor, you can use more chili pepper.
Once well combined, strain the mixture through a fine-mesh sieve to remove the chili pieces. Pour the mixture into a bowl and let it cool to room temperature.
Refrigerate the mixture for at least 3-4 hours, or preferably overnight, to allow the flavors to meld and the parfait to set properly.
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