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Combine cream and milk in a heavy-bottomed saucepan; bring to a boil over high heat.
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In a large bowl, whisk together dry milk, sugar, and malted milk powder. Whisk in egg yolks until well combined. Remove milk mixture from heat and slowly whisk 1/3 of it into the egg yolk mixture. Slowly whisk milk mixture into remaining egg-yolk mixture until well combined. Return saucepan to low heat and continue whisking until mixture has thickened slightly.
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Remove saucepan from heat and whisk in chocolate until completely melted; whisk in vin santo or rum. Set a container in an ice-water bath and pour mixture into container; let cool completely.
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Freeze cooled mixture in an ice cream maker according to manufacturer's instructions. Keep ice cream frozen until ready to serve.