I always start with the custard because it needs time to cool and thicken.
In a saucepan, heat the milk over medium heat until it begins to steam. Do not let it boil.
In a separate bowl, whisk together the sugar, egg yolks, cornstarch, and a pinch of salt until smooth and pale.
Slowly pour a little warm milk into the egg mixture while whisking. This helps temper the eggs.
Pour the mixture back into the saucepan and cook over medium heat, whisking constantly.
After a few minutes, it will thicken into a creamy custard.
Remove from heat. Stir in butter and vanilla extract.
Pour into a bowl, cover with plastic wrap directly on the surface, and chill for at least 1 hour.
The custard should be thick but smooth, like a pudding.