Melt the chocolate in a double boiler and mix in the egg yolk and milk. Do this step while warming.
If the milk and egg yolk are cold, the chocolate will harden and become dry. So, warm the milk and egg yolk until it's warm to the touch.
Line a Tupperware or container with kitchen parchment paper or plastic wrap, pour in the mixture, and refrigerate until firm.
Cut into squares and coat in cocoa powder.
When you take it out of the refrigerator, it's hard, so wait a bit as they come to room temperature or use a higher amount of milk to soften.
Story Behind this Recipe
This is a recipe for when you don't want to use heavy cream.
I don't recommend warming the chocolate in the microwave. If you heat it all at once like that, it'll be hard to get the right temperature and it may burn. If you roll it into balls, it becomes truffles. It will become even more rich if you use heavy cream.