Steps
1. In a small bowl, whisk the egg, sugar, and cornstarch until smooth.
2. Heat the milk in a small saucepan over medium heat until it starts to steam.
3. Slowly pour the hot milk into the egg mixture while whisking constantly.
4. Return the mixture to the saucepan and cook over low heat, stirring constantly, until it thickens (about 5-7 minutes).
5. Remove from heat and stir in the vanilla extract.
6. Pour into a serving dish and let cool slightly before serving. Can be served warm or chilled.