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Fill a large pan with a few centimetres of water and set over a medium heat. Set a large heatproof bowl over the pan – it should sit on top without touching the water. Break the chocolate into the bowl, then tip in the cream, milk, butter, caster sugar, cinnamon and vanilla. Reduce the heat to low, and stir the mixture until everything has melted together and is glossy. Remove from the heat and leave to cool slightly.
Spread the caramel over the base of a baking dish (ours was 30 x 22cm), then sprinkle with a pinch of sea salt. Cut the waffles in half diagonally, then arrange over the caramel in overlapping rows.
Pour the egg yolks into the warm chocolate mixture, mixing well as you do until all of the egg is fully incorporated. Carefully pour the chocolate custard over the waffles, ensuring they’re fully covered. Leave to soak for at least 1 hr, or cover and chill overnight.
Heat the oven to 180C/160C fan/gas 4 and uncover the dish if it has been chilled. Bake the pudding for 30 mins until the custard is set with a slight wobble in the centre. Leave to stand for 5 mins, then dust lightly with icing sugar, if you like, and scoop into bowls to serve.