In a medium bowl, beat the egg yolks along with the sugar and the cornstarch. Slowly, in a thin stream and with the help of a ladle, pour the milk into the beaten eggs, whisking along to combine thoroughly until all the milk mixture has been poured. Transfer it all back into saucepan. Set over medium heat, stirring occasionally and keeping a good eye on it, let it come to a simmer. Simmer for about 1 to 2 minutes, until it thickens to thick cream consistency. You may stir with a spatula as it simmers so it doesn’t stick to the bottom. Remove from heat. Let it cool, wrap with plastic wrap and place in refrigerator until ready to use.