Use this recipe when making the Rum Rose Cake.
Prepare an ice-water bath. With an electric mixer on medium-high speed, beat egg, yolk, and 1/4 cup sugar until pale yellow and thick, 2 to 3 minutes. Sift in cornstarch; beat on medium-low speed until combined.
Meanwhile, bring milk and remaining 2 tablespoons sugar to a boil in a saucepan. Whisking constantly, slowly pour half of milk mixture into egg mixture; continue to whisk until smooth. Pour mixture back into saucepan. Whisk over medium heat another 2 to 3 minutes, until mixture is thickened and coats the back of a wooden spoon (it should be the consistency of mayonnaise).
Transfer to a large bowl. Add butter, a piece at a time, stirring until melted after each addition. Set over ice-water bath until chilled. Stir in vanilla. Cover with plastic wrap and refrigerate at least 2 hours, or up to overnight, before using.