Beat the egg yolks and sugar in the bowl of an electric mixer fitted with the paddle attachment on medium-high speed for 3 minutes, or until very thick. Reduce to low speed, and add the cornstarch.
With the mixer still on low, slowly pour the hot milk into the eggs. Pour the custard mixture into a saucepan and cook over low heat, stirring constantly with a wooden spoon, until thickened. The custard will coat the spoon like heavy cream. Don't cook it above 180 degrees or the eggs will scramble!
Pour the sauce through a fine strainer, add the vanilla extract, Cognac, and vanilla seeds, if using. Freeze the mixture in an ice cream freezer according to the manufacturer's directions. Transfer to a plastic container and store in the freezer until ready to serve.