Cook the milk, chocolate, cocoa powder, agave and a pinch of salt in a medium saucepan over medium-low heat, whisking constantly, until the chocolate melts and the cocoa dissolves, 6 to 8 minutes. Transfer to a medium bowl. Stir in the chia seeds and vanilla. Let cool, stirring every 10 minutes, to room temperature, about 1 hour. Refrigerate, covered, until chilled, 8 hours.