In a saucepan over medium to low heat, warm milk and sugar. Let simmer until milk is slightly bubbly around edges. Be careful not to let it boil.
In a bowl, crack in the egg yolks and add cornflour and mix until it becomes a thick paste.
Once milk has started to simmer, remove the saucepan from the stove.
Now pour in ¾ of the milk very very slowly into the egg mixture to temper it and continue to whisk it using a whisk. Adding all at once and you'll end up with scrambled eggs! Don't do that please.
Next, pour the egg mixture back into the saucepan and put the saucepan back onto the stove.
Turn the flame on to low and continue to cook the custard until the custard gets thick. This can take up to 15 minutes. Keep whisking while its cooking and don't leave it unattended.
Once thick, remove the saucepan from the stove and stir in vanilla extract.
Pour the custard into a clean bowl and cover with cling film. Make sure the cling film touches the custard. This will prevent any skin forming on top.
While custard is cooling, whip up heavy cream in a mixing bowl. Once frothy, add in sugar and continue to whip until you get stiff peaks.
Now fold the whipped cream into the custard very gently. Set it aside.