Whisk together the egg yolks and caster (superfine) sugar in a large jug and set to one side.
Heat the milk and cream gently until just below boiling point. Whilst whisking continuously, pour the milk/cream slowly over the egg yolks and sugar until they are well mixed together.
Return the mixture to the pan and heat gently, stirring continuously to prevent the egg from scrambling, until the mixture thickens enough to coat the back of a spoon.