Combine flour, sugar, and salt in a medium sized heavy duty pan using a whisk.

Separate the eggs and set the egg whites aside

In a medium bowl, add cold milk, cornstarch, and egg yolks.  Whisk together until well combined.

Stir the milk mixture into the flour mixture and whisk until well combined.  

Cook over medium heat, stirring constantly, until smooth and thickened.  Mixture should coat the back of a spoon and be a thick consistency.

Let mixture come to a boil for one minute, stirring continually.

Remove from heat and stir in vanilla extract.