Put the cornflour in a little round mixing bowl. Add a tiny bit of the milk and mix into a smooth paste (make sure it's really smooth or you'll have lumpy custard). Add the other stuff and more milk if necessary.
Pour mixture into a small saucepan (or microwave bowl) and heat gently (stirring constantly if on the stove) until it thickens and is about to boil.
Stir in the vanilla just before serving.