In a double boiler combine sugar, cocoa powder, cornstarch, salt and egg yolks and stir until well combined. Whisk in milk and cream, cook over medium heat stirring often until mixture thickens to a custard consistency. Remove from heat and stir in chocolate, vanilla and Jack Daniels. Let cool slightly, and then pour into prepared pie crust. Refrigerate covered until set overnight.
For the Chocolate Cookie Crust
Mix crumbs and butter in a mixing bowl until fully combined; the mixture should be slightly wet and hold together when squeezed between your hands. Firmly press the mixture into a pie pan until bottom and sides are fully covered. Remove any excess crumbs and refrigerate or freeze until needed.