Scald the milk in a small saucepan. (Basically until it starts to simmer but not fully boil).
While the milk is heating, whisk together the egg yolks, sugar, and cornstarch in a saucepan.
Temper the egg yolk mixter by adding a small amount of the milk in and whisking.
Whisk in the rest of the milk. Stir constantly throughout the rest of the recipe so you don't get some kind of scrambled egg mixture.
Place the saucepan on medium heat and continue whisking until the mixture reaches 170°F and it suddenly thickens.
Remove from heat and continue whisking for 5 minutes.
Refrigerate until cool, then put a dollop at the center of each cookie.