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Put the cream and milk into a large pan and gently bring to just below boiling point. Meanwhile, in a large bowl, whisk the yolks, cornflour, sugar and vanilla. Gradually pour the hot milk mixture onto the sugar mixture, whisking constantly.
Wipe out the saucepan and pour the mixture back into it. Heat gently, stirring with a wooden spoon (see Steps 1 and 2, for stirring tips) until the custard is thickened, but before any lumps form. Eat hot or cold.