1. Place the milk, cream, cinnamon and bay leaf in a heavy-based pan and bring to just below simmering point. Cover and leave to one side to infuse for 15 minutes or until cold warm again before adding to eggs.
2. Whisk the egg yolks and sugar in a large bowl until pale.
3. Strain the warm milk over the egg mixture dont do it the other way round as you will end up with scrambled eggs! Return to the pan and set over the gentlest heat possible. Stir the custard for 10-15 minutes until it starts to thicken. WATCH IT CAREFULLY: dont allow it even to simmer as this will curdle it.
4. Remove from the heat and leave to cool, stirring it frequently to prevent a skin forming. Strain through a fine sieve when cold. Cover and keep in the fridge until required. Serve cold, or warm gently in a bowl over simmering water.