Roast the almonds whole on a tray in a 180°C (350°F/Gas 4) oven until deeply golden and aromatic. Put the roasted almonds in a food processor and roughly chop.
Meanwhile, place the milk in a medium saucepan and bring almost to the boil. Immediately add the almonds while they are still warm. Remove from heat, cool slightly then cover and allow the almonds to infuse the milk, in the refrigerator, overnight.
The next day, reheat the milk and almond mixture until it almost reaches boiling point. Strain through a fine sieve, discarding the solids.
Whisk the egg yolks and caster sugar together in a large bowl. Whisk in the hot almond milk. Put the mixture in a double boiler and cook, stirring constantly, until the mixture reaches 85°C (185°F) and has thickened slightly. Strain the mixture through muslin (cheesecloth) into a bowl and cool over ice.
Churn in an ice-cream machine until frozen, then transfer to a freezer until required.
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