Cover the bottom of small serving cups with a single layer of chopped Twix pieces. Set aside. (Note: When you add the layer of warm pudding over the Twix pieces, they may melt slightly. If this bothers you, feel free to freeze the Twix pieces to prevent it.)
To make the caramel pudding, combine ¼ cup of the milk in a small bowl with the cornstarch and salt. Whisk until smooth and set aside. Warm the remaining 1¾ cups milk in a liquid measuring cup briefly in the microwave; set aside. In a medium saucepan, combine the sugar and water and bring to a boil. Continue to cook over medium-high heat without stirring, watching very carefully, until the mixture reaches a deep amber color. Remove the mixture from the heat. Pour the heated milk in a very slow, steady stream down the side of the saucepan, whisking constantly. The mixture will bubble and it may seize. Return the pan to the heat and if the sugar seized, continue to heat over medium heat, stirring frequently, until the caramel has smoothed out again. Bring the mixture to a simmer, lower the heat, and let simmer for about 10 minutes, until the mixture thickens slightly. Whisk in the cornstarch-milk mixture and continue to cook, stirring constantly, until the mixture bubbles up and thickens, about 1 minute. Remove from the heat and spoon a layer of the pudding over the Twix pieces. Cover with plastic wrap directly on the surface of the caramel pudding to prevent a skin from forming. Transfer to the refrigerator to chill at least 30 minutes.
To make the chocolate pudding, combine the sugar, cornstarch, and salt in a small bowl. Pour the milk and vanilla into a small saucepan and heat over medium-high heat until warmed through and almost simmering. Stir in the chopped chocolate and whisk until completely melted and smooth. Pour about half of the chocolate mixture into the bowl with the sugar mixture, whisking until smooth. Return the mixture to the saucepan and continue to cook, stirring frequently, until the pudding bubbles and thickens. Remove from the heat.
Remove the plastic wrap from the partially assembled trifles and spoon a layer of chocolate pudding over the caramel pudding in each cup. Replace the plastic wrap on the surface of the chocolate pudding to prevent a skin from forming. Transfer to the refrigerator to chill and set, at least 30 minutes.
Remove the plastic wrap from the chocolate pudding and layer once more with chopped Twix pieces, reserving a small amount for topping. To make the whipped cream, place the heavy cream and confectioners’ sugar in the bowl of a mixer fitted with the whisk attachment. Whip on medium-high speed until medium-stiff peaks form. Top each trifle with a dollop of the whipped cream, and finish with a few pieces of chopped Twix. Chill until ready to serve.