In the bowl of an electric mixer fitted with the paddle attachment, beat the egg yolks and sugar on medium-high speed for 4 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 egg mixture. Pour the mixture into a medium saucepan and cook over low heat, stirring constantly with a wooden spoon, until the mixture thickens, 5 to 7 minutes. Dont be alarmed when the custard comes to a boil and appears to curdle; switch to a whisk and beat vigorously. Cook, whisking constantly, for another 2 minutes; the custard will come together and become very thick, like pudding. Stir in the vanilla, Cognac, butter, and heavy cream. Pour the custard through a sieve into a bowl. Place plastic wrap directly on the custard and refrigerate until cold. Yield: 2 cups