In a medium mixing bowl, whisk the egg yolks and sugar together until the mixture becomes pale and thick. This step ensures the sugar dissolves, creating a smooth custard.

In a medium saucepan, gently heat the milk over medium-low heat until it’s warm but not boiling. Stir occasionally to prevent scorching. Remove the milk from heat and slowly pour it into the egg mixture, whisking continuously to temper the eggs and avoid curdling.

Pour the combined mixture back into the saucepan and return it to low heat. Always stir with a wooden spoon, being careful to scrape the pan’s bottom and sides. The custard will gradually thicken. You’ll know it’s ready when it coats the back of the spoon and holds a line when you run your finger through it.

Take the pan off the heat and add the vanilla. Put the custard through a fine-mesh sieve into a clean bowl to get rid of any bits of cooked egg. Allow it to cool slightly, then serve warm or cover with plastic wrap (pressed against the surface) to chill in the refrigerator.