Egg coagulation does not happen instantaneously. It requires time, and the faster the rate of cooking, the less time it takes. However, when eggs coagulate too quickly, the egg proteins do not unfold properly and are less likely to thicken or gel as well. For example, vanilla custard sauce cooked over high heat is not only more likely to curdle and burn, it is also less likely to fully thicken. To maximize thickening, use a low heat setting while stirring constantly.