Preheat oven to 400 degrees F. Bake pastry sheets according to package directions; let cool.
In a medium bowl, combine chocolate pudding mix and 1-1/2 cups milk; whisk until thickened, then fold in whipped topping. Spread over 1 sheet of pastry. Place second pastry sheet flat side up over pudding. Using a baking sheet, press down over top to evenly distribute pudding and to flatten pastry, just until the filling begins to ooze out sides.
In a medium bowl, whisk confectioners' sugar and remaining milk until a smooth icing is formed. Reserve 2 tablespoons of icing and set aside.
Pour remaining icing over the top of pastry and spread to the edges. Stir cocoa powder into reserved icing until well blended. Spoon mixture into a resealable plastic storage bag and using scissors, snip off one corner of bag. Drizzle glaze in 12 lines lengthwise over icing. Gently drag a butter knife through the lines to create a swirled effect. (See photo.) Chill at least 4 hours, or until firm. Cut into squares and serve, or cover loosely and chill until ready to serve.