In medium sauce pan heat milk, heavy cream and vanilla bringing it to a boil. Turn heat off and set aside for about 10 minutes.
In bowl whisk egg yolks and sugar until fluffy. Add in cornstarch and continue to whisk until smooth. Pour about 1/4 Cup of the warm milk mixture into egg and continue to whisk until completely combined, then slowly whisk in the rest of the milk.
Cook over medium heat constantly stirring until it thickens. Cover and refrigerate for about an hour.