On a lightly floured surface, roll dough to a 1/8-in.-thick circle; transfer to a 9-in. pie plate. Trim crust to 1/2 in. beyond rim of plate; flute edge. Line unpricked crust with a double thickness of foil. Fill with pie weights, dried beans or uncooked rice.
Bake at 400° for 20 minutes. Remove foil and weights; bake 10-12 minutes longer or until golden brown. Cool on a wire rack.
In a heavy saucepan, mix sugar and cornstarch. Whisk in cream. Cook and stir over medium heat until thickened and bubbly. Remove from the heat. In a small bowl, whisk a small amount of hot mixture into egg yolks; return all to the pan, whisking constantly. Cook and stir over low heat 1 minute longer. Remove from the heat; stir in the chocolate, Cognac and vanilla until chocolate is melted.
Transfer to a clean bowl; press waxed paper onto surface of filling. Cool filling to room temperature. Spoon into crust. Refrigerate, covered, until cold, about 4 hours.
For topping, in a small bowl, beat cream until it begins to thicken. Add Cognac and confectioners' sugar; beat until soft peaks form. Spread over pie. Dust lightly with cocoa.
PASTRY FOR SINGLE-CRUST PIE (9 INCHES): Combine 1-1/4 cups all-purpose flour and 1/8 tsp. salt; cut in 1/2 cup cold butter until crumbly. Gradually add 3-4 Tbsp. ice water, tossing with a fork until dough holds together when pressed. Cover and refrigerate 1 hour.
Let pie weights cool before storing. Beans and rice may be reused for pie weights, but not for cooking.