In a small saucepan combine water, chocolate, and cinnamon; cook and stir over medium heat until chocolate is melted and mixture is smooth. Gradually stir in whipping cream. Continue to cook and stir until smooth. Remove from heat. Gradually stir chocolate mixture into egg yolks. Add sugar substitute and vanilla; beat with a wire whisk or rotary beater until combined.
Place four 6-ounce custard cups in a 2- or 3-quart rectangular baking dish. Divide mixture among custard cups. Place baking dish on oven rack. Pour boiling water into the baking dish around custard cups to a depth of 1 inch.
Bake in a 325 degree F oven for 30 to 45 minutes or until a knife inserted near the center of each cup comes out clean. Remove custard cups from water. Cool slightly on a wire rack before serving. Makes 4 servings.