Yeah, that's the flan we eat here too!
It's not very hard to make, but because it requires a double boiler in the oven. Which for clumsy people is tricky, that's why I prefer making natillas.
That Cucuy/Cuco is probably what we call El Coco.
There is this typical lullaby which we all were sang as children: "Sleep my baby, sleep now, or else El Coco will come, and will eat youuuu".
Sing it with a mellow voice, of course!
In my are we have a local boogeyman, based upon a true story - actually the first serial killer ever known in Spain (early XIX century) and we call it Sacamantecas (Tallow-taker).
Often refered to as El Hombre Del Saco (The Man of the Bag), which is common in more regions - because it's less specific, I guess, so there were probably assassins using a bag in many places.