In a medium saucepan combine the Amarula, cream, and milk. Heat gently until just steaming (don’t boil).

While the liquids are warming, whisk the egg yolks and sugar in a bowl until smooth and slightly pale.

Slowly pour a small amount of the hot Amarula-cream mixture into the yolks, whisking constantly (this gently raises the egg temperature so they don’t scramble). Once incorporated, gradually whisk the rest of the hot liquid in.

Return the mixture to low heat and cook, stirring constantly, until the sauce thickens enough to coat the back of a spoon — usually 8–15 min. Do not let it boil — keep the heat low.

Remove from heat, stir in the vanilla (or add the split vanilla bean at the start). Strain through a fine sieve into a clean bowl to remove any cooked egg bits.

You can serve the sauce warm or chill it (covering the surface with plastic wrap to prevent a skin forming). It will thicken slightly as it cools.