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In a medium saucepan, combine the milk, vanilla and 2 tablespoons of the caster sugar and heat on low.
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In a separate bowl, beat together the remaining 2 tablespoons of sugar, egg yolks and corn flour until pale, thick and creamy (about 5 minutes).
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Bring the milk to the boil, then slowly pour roughly half of the milk into the egg mixture, whisking constantly (this is easier with a stand mixture, but if using a handheld mixture gradually pour the milk in with one hand while holding the beater in the other!)
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Return the remaining milk to the heat to bring it back to the boil. When it has reached boiling point quickly add the egg yolk mixture, whisking constantly with a fork or a hand whisk. Keep whisking vigorously over the heat until it returns to the boil - at this point it will start to thicken extremely quickly, so you will need to work fast. Pour it into a bowl and lay a circle of baking paper on top so it doesn’t form a skin.
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Refrigerate in an airtight container until needed (up to three days) You may have to beat it again until smooth right before using, and in this french toast it is nicer at room temperature than straight from the fridge.