Step 1: Combine the milk, rice, sugar and salt in a large saucepan; bring to boil over medium-high heat, stirring constantly. Reduce the heat to medium-low. Cook, stirring often for 10 minutes

Step 2: Beat the egg with the vanilla. Stir some of the hot rice mixture into the egg; beat the warmed egg mixture back into the remaining rice mixture. Cook, stirring constantly for 1 minute. Remove from heat and set on a cooling rack. Place a piece of wax paper directly on the surface; let cool to room temperature

Step 3: Meanwhile, preheat oven to broil. Spoon the pudding into oven-safe serving dishes. Top each dish with an equal amount of marshmallows, chocolate and pecans

Step 4: Broil on the middle rack in oven for 30 to 60 seconds, or until the marshmallows are golden and the chocolate is melted. Garnish with whipped cream (if using)