Method

• 1.
  For the custard, place milk and vanilla in a medium saucepan over medium heat and bring almost to the boil. Whisk yolks and sugar in a large heatproof bowl until pale. Add cornflour and whisk until combined. Slowly whisk in one-third of the milk mixture until smooth, then whisk in the remaining milk mixture. Strain into a clean medium saucepan and cook, whisking constantly, over medium heat for 5 minutes, or until mixture becomes very thick. Transfer to a bowl and whisk in the rum. Cover custard with plastic wrap (ensure plastic wrap is touching the surface of the custard, to prevent a skin from forming), then poke a few holes in the plastic with a skewer. Refrigerate for 30-45 minutes, to cool.
• 2.
  Transfer cooled custard to a stand mixer fitted with the whisk attachment and whisk on high speed until very soft. Add the butter and whisk until well combined (see recipe notes).
• 3.
  Using a large serrated knife, cut buns horizontally in half. Place bun bases on a serving plate. Fill a large piping bag with the custard and cut a 4cm opening in bag. Pipe the custard onto the bases, then level the custard with a spatula. Top with bun tops. Chill for 30 minutes to firm up before serving.