In medium saucepan, gradually whisk sugar into egg yolks and continue beating 3-4 minutes until mixture is slightly thick and pale yellow. Whisk in cornstarch. While beating the yolk mixture, gradually add the boiling milk in a thin stream. Place saucepan over moderate heat and stir continuously with a wooden spoon until the sauce thickens enough to coat the spoon. Remove pan from heat and continue to stir for several minutes before adding vanilla. Cover and chill.