In a medium bowl, whisk the egg yolks and sugar together until pale yellow; set aside.
Combine the cream and mocha in a medium-sized heavy bottom sauce pan. Cook over medium heat, whisking occasionally, until the mixture just starts to bubble around the edges of the pan.
Slowly drizzle the chocolate into the egg mixture, whisking constantly until combined. Transfer hot mixture back into the saucepan.
Cook over medium heat, whisking constantly, until the mixture is thick enough to coat the back of a spoon and registers 170 degrees F on a candy thermometer. Strain the mixture with a fine mesh sieve into a medium bowl. Stir in the cayenne, vanilla and tequila anejo. Place the whole bowl over an ice bath and whisk until cool. Cover with plastic wrap and allow to chill in refrigerator for at least 4 hours.
When chilled, process the mixture in your ice cream maker according to the directions from the manufacturer. Meanwhile, melt the semisweet chocolate chips in a double boiler with the corn syrup. Stir until smooth.
When the ice cream is just about set (usually indicated by the clanking of my machine, or about 25 - 30 minutes after I start churning) swirl in the melted chocolate with the machine running. The chocolate will harden immediately so be careful not to drop too much in at once.
Transfer to a resealable container and freeze over night before serving.