Preheat the oven to 350 degrees Fahrenheit. In a mixing bowl, add the cake mix, water, eggs, and vegetable oil. Mix at medium speed for 2 minutes.
Pour into a 9 X 13 cake pan that has been prepared with a light spray of oil. Bake for 23-28 minutes. Test with a toothpick. When inserted in center of cake, it should come out clean. You can also test with your finger, if the cake springs back when lightly touched in the middle it is done. Remove and let cool.
Once completely cool, poke holes approximately 1-inch apart with a skewer or a wooden spoon. Make sure to poke all the way through to allow the pudding to fill up the whole.
In a mixing bowl, whisk together the pudding mix, milk, and vanilla. when the pudding just starts to thicken a bit, pour over the cake in an even, thin layer. Making sure that the pudding gets into the holes.
Refrigerate the cake to let set up for approximately 1 hour.
Cook the chocolate chips, heavy cream, in the top of a double boiler over simmering water until smooth and warm, stirring occasionally.
Let cool just a few minutes. Pour over the glaze over the cake and smooth. Chill the cake for a few hours so the chocolate has a chance to set up.