Mix the sugar, salt, mustard and pepper. Stir in the oil, then the well-beaten egg yolks. Add the vinegar gradually and lastly the milk or cream. Cook in the top of a double saucepan, or in a basin placed in a saucepan containing sufficient boiling water to come half-way up the basin, stirring it all the time until the mixture thickens like custard. Re-season when cold.