Put the yolks in a saucepan and add the sugar. Beat with a wire whisk until thick and lemon-colored.
Put the heavy cream in a nonreactive saucepan and heat to the scalding point (when bubbles form around the edge of the pan). Gradually add the cream to the yolk mixture, beating constantly. Cook until the mixturethickens slightly. Do not overcook or boil, as the sauce will curdle. Remove from the heat and stir in the vanilla.
Strain through a fine-mesh sieve into a cold bowl. Cover with plastic wrap, pressing it down on the surface to prevent a skin from forming if not using immediately.
Will keep refrigerated for 24 hours.
Yield: 2 1/2 cups