Place the milk and vanilla extract onto the saucepan, over a medium heat and bring to the boil.
In the meantime, in. a bowl, beat the egg yolks and sugar for 1 minute until thick then stir in the corn flour.
Now pour the warm milk over the egg yolks mixture.
Return the entire mixture to the saucepan and slowly cook over a gentle heat, stirring continuously until the egg custard start to thicken and coats the back of the spoon.
Remove immediately from the heat, pass through a fine sieve.