Beat confectioners’ sugar with vanilla sugar and yolks until thick and creamy. Mix in cornstarch well, bring milk to a boil.
Once the milk boils, remove from the heat and stir in the egg-sugar mixture.
Return the saucepan to the stove top and heat gently for about 2 minutes, stirring constantly (but the mixture must not begin to boil again or the yolks will curdle!).
Pour into dessert bowls and refrigerate the custard for about 1 hour.