In a medium saucepan set over medium heat, scald milk.
In another medium saucepan, mix together egg yolks, sugar, and a pinch of salt with a wooden spoon until well blended, being careful not to make the mixture foamy. (The egg yolks and sugar will now be mixed enough and will not curdle on contact with the scalded milk.)
Stir the scalded milk into the egg-yolk mixture very slowly. A thin, white layer of foam will float to the surface of the uncooked custard.
Place the saucepan over high heat. Using the wooden spoon, stir the custard in a "V-O" pattern: Start at eleven o'clock on the "face" of the saucepan, stir down to six o'clock, and return to one o'clock; then stir around the edges of the saucepan, beginning and ending at twelve o'clock. Continue stirring this way until the foam starts to lighten in color. The custard will become smoother and smoother; continue cooking until there is no more foam on the surface of the custard and only a few larger bubbles remain at the edges, about 4 minutes. At this point, an instant-read thermometer should read between 165 degrees and 170 degrees F. Remove the saucepan from the heat.
Using a hand whisk, beat the custard as strongly as possible in order to cool it (this process will prevent the eggs from being poached). Continue beating until the thermometer registers 155 degrees F and the custard evenly coats a spoon and leaves a clean mark when you run your finger through it.
Prepare an ice bath: Fill a large bowl halfway with ice cubes; toss salt generously among the cubes, and add a bit of water.
Add vanilla extract to the custard. Set a sieve over a large clean bowl, and pass the custard through the sieve.
Place the bowl in the ice bath, and stir the custard until it has completely cooled. Lay a piece of plastic wrap directly on the surface of the custard to prevent a skin from forming. Store the custard, refrigerated, for up to 24 hours.
Cook's Note: To make a coffee-flavored Creme Anglaise, add 1 1/2 teaspoons, or more to taste, of best-quality instant-coffee powder to each cup of scalded milk before you begin making the custard in step one.