In a saucepan, heat the milk and add the sugar and vanilla. Whisk once in a while till the sugar has dissolved
Add the egg yolk, while whisking. Add the heavy whipping cream as well. Keep whisking till the mixture hits 76 degrees C. Remove from heat
Wait till the mixture is at room temperature again
Transfer the mixture to your ice cream maker and freeze according to the instructions for the ice cream machine
Transfer the ice cream to a airtight box and put it in the freezer for at leased 20 min before serving to make sure that it is frozen