Whisk egg yolks with sugar in a bowl until pale and bubbly. Add cornstarch and mix until incorporated.
Heat the milk in a double boiler.
When hot, stir a little of it into the beaten yolk and the sugar, and mix well; then pour the yolk mixture into the hot milk, and continue stirring over low heat until thickened. Don’t allow it to boil as it will scramble your eggs.