Add 1-1/2 cups milk to dry gelatine in small saucepan; stir. Let stand 3 min. or until gelatine is softened. Cook and stir on medium heat 3 min. or until gelatine is completely dissolved. Remove from heat; whisk in melted chocolate. Cool 5 min.
Beat pudding mix and remaining milk in medium bowl with whisk 2 min. Whisk in gelatine mixture. Spoon into 24 shot glasses sprayed with cooking spray. Refrigerate 3 hours or until firm.
Unmold desserts onto tray just before serving. Insert pretzel half into side of each for the mug handle. Top each with 1 Tbsp. COOL WHIP and a few MALLOW Bits.