In a sauce pan, heat the milk until it's hot, but not yet boiling. Take the milk off the heat and slowly start adding the egg mixture to the hot milk, while continuously whisking. Continue adding egg mixture and whisking until all the egg mixture is gone. Place the sauce pan over the heat again and which until the mixture thickens and resembles custard.
In a medium size bowl, whisk the egg yolks with ¼ cup of the milk, sugar, vanilla and cornstarch.