Heat the dark chocolate and heavy cream together in a microwave or double boiler until melted, stirring occasionally. Stir in the cinnamon, chili powder and cayenne until combined.
Spoon about 1 teaspoon of the chocolate mixture into each mini phyllo cup. Refrigerate or serve immediately. Just before serving, use a piping bag or a spoon to top each phyllo cup with a dallop of whipped cream.