Scrape out the seeds from the vanilla pod, add them to the milk. Carefully bring to a boil. Turn off heat and set aside.
In the meantime, beat the egg yolks with the sugar until thick. This may take a couple of minutes. When the eggs look almost white, stir in the cornstarch and salt. Carefully add this mixture to the milk, only adding a little bit of egg at first, then, gradually, the rest. Stir constantly. Carefully bring to a boil again.
Divide the pudding into small bowls. Allow to cool down before eating.
