In a saucepan, combine the sugar, cornstarch, and salt. Gradually whisk in the milk until smooth.

Place the saucepan over medium heat and cook, stirring constantly, until the mixture thickens and begins to bubble.

In a small bowl, whisk the egg yolk. Slowly add a few spoonfuls of the hot mixture to the yolk, whisking constantly, to temper it.

Pour the tempered egg yolk mixture back into the saucepan and cook for an additional 2 minutes, stirring continuously.

Remove from heat and stir in the vanilla extract.

Pour the pudding into individual serving bowls or cups.

Cover the surface of the pudding with plastic wrap to prevent a skin from forming.

Chill in the refrigerator for at least 1 hour before serving.