While the saucepan is heating, whisk together the egg yolks with the 1/4 cup milk. Then add the cornstarch and whisk until smooth.
Once the saucepan comes to the simmer, take it off the heat.
While whisking the eggs mixture in the bowl constantly, ladle out some of the hot milk from the saucepan and slowly drizzle it into the bowl. Repeat until you've added about 1/3 of the hot milk to the bowl.
Then, while whisking the saucepan constantly, pour the contents of the bowl into the saucepan.
Put the pudding mixture in the saucepan back over medium heat.
While continuing to whisk frequently, heat the pudding until it is very thick and has large bubbles coming up, 2-3 minutes.