Heat milk, sugar, vanilla, and salt in a medium saucepan on the stove until steaming.
In a medium-sized bowl, lightly beat egg yolks until frothy.
Pour stove mixture into the egg yolks very slowly, while stirring constantly, to incorporate the two mixtures. Then pour everything back into the pan on the stove. Heat on low heat until a custard-like consistency forms, stirring regularly.
Meanwhile, beat heavy cream in a bowl, until thickened. You do not want a whipped-cream consistency, but want it to be somewhat thick.
Once the stove mixture is thickened, running slowly off back of spoon, pour into heavy cream. Mix together until incorporated.
Pour liquid through a mesh sieve into a tupperware container. Put saran wrap over the top, letting it touch the top of the liquid to prevent a film from forming. Cover with lid, and put in the fridge for at least 6 hours.