Warm up 500g milk. Whisk 4 egg yolks, 30g cornflour, 80g caster sugar and 1 tsp vanilla in a bowl. When the milk's nearly boiling, pour half of it it into the egg mix, whisking like crazy. Pour it back into the pan, still whisking like crazy. Heat slowly, still whisking til it simmers and thickens. It's pretty stable because of the cornflour, so it won't split like an egg only one. Take off the heat.
If you feel like clogging your arteries, beat in 40g unsalted butter.