Preheat the oven to 325 degrees. Line a shallow baking pan with a cloth towel and set aside.
Place the cocoa powder in a mixing bowl. In another bowl, combine the skim milk and the evaporated milk. Slowly whisk about 3 tablespoons of the milk mixture into the cocoa powder until it forms a thick paste. Whisk in the remaining milk mixture until thoroughly combined and set aside.
In a large bowl, combine the egg, egg white, granulated sugar, and salt and whisk together until thoroughly combined. Whisk in the cocoa-milk mixture until thoroughly combined. Divide the mixture among four 4-ounce ovenproof demitasse cups and place in the prepared baking pan; fill the baking pan halfway with water. Transfer to the oven and bake until the puddings are set when lightly jiggled, about 50 minutes.
Remove the puddings from the water bath, transfer to a wire rack, and let cool 20 to 30 minutes. Dust the puddings with confectioners' sugar and serve warm.