Sift and warm the flour. Place water, salt and fat in a pan, and bring to boiling–point. Remove from heat, add flour all at once and beat well (using a wooden spoon) over the heat again, until it becomes a smooth soft paste and leaves the sides of the pan clean. Remove from the heat, add vanilla and egg yolk immediately and beat well. Add the other two eggs one at a time, beating thoroughly between each addition. (It is important to get the first of the egg in while the mixture is hot enough to cook it slightly, otherwise it becomes too soft.) Use as required.
Bake in a fairly hot oven (400 °–425° F., Gas 6–7).