Make the pudding: Put the eggs yolks in a medium bowl. Whisk together the milk, sugar, cornstarch and salt in a medium saucepan, and bring to a low simmer over medium heat, whisking constantly to prevent sticking on the bottom. Once it begins to simmer, whisk until the mixture is just thicker than heavy cream, 3 to 4 minutes.
Remove the saucepan from the heat, pour about 1 cup of the milk mixture into the egg yolks and whisk to combine. Pour this milk-egg mixture back into the milk mixture in the saucepan. Return the saucepan to medium heat, and whisk until the mixture is very thick, 3 to 4 minutes. (When you drag the whisk through the thickened pudding, the streaks should hold firm for a few seconds.)
Whisk the butter and vanilla into the pudding, and transfer it to a large bowl to cool. Set the bowl in some ice water, and whisk frequently to help the pudding cool faster.
Build the pie: Spread 1/2 the cooled pudding into an even layer over the pie crust. Scatter the blueberries over the pudding, then the cookies. Finish with an even layer of the remaining pudding. Refrigerate for 1 hour.
Stir the jam with a splash of water in a small bowl to loosen and smooth out. Spread the mixture over the pudding and refrigerate again until the pudding is completely set, about 2 hours. Slice and serve.
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