Combine the milk and half of the sugar in a medium saucepan and bring to just below the boiling point. Combine the egg yolks and remaining sugar in a bowl and beat until pale and ribbons form. Bring the milk back to the boil and pour in a thin stream onto egg yolks and sugar whisking steadily.
Pour the mixture into a double boiler and stir until it thickens and coats the back of a spoon. Plunge the base of the pan into cold water. Transfer the custard to a jug and cover, chill and pour in the chilled cream.
Stir in the brandy and churn in the ice-cream maker until it is the consistency of whipped cream. Crumble in the pudding and churn for a further five seconds. Scrape into a box and freeze for 1 to 2 hours. Chill the bomb mold. Remove mold from freezer and line each half with pudding mixture. Top each half with a brandy-butter-sugar mixture. Put halves together and close bomb. Allow to freeze hard. Turn out, pour some brandy over and ignite.
Use extreme caution when igniting alcohol. Remove the pan from the heat source before adding the alcohol. Pour the alcohol into the pan and carefully ignite with a match or click lighter. Return the pan to the heat and gently swirl to reduce the flames.