Heat in the milk in a saucepan over low heat until it starts to gently simmer.

In a heat proof mixing bowl, whisk together the egg yolks and sugar.

Gradually add the milk mixture into the egg mixture, whisking constantly, until fully combined.

Pour the mixture back into the saucepan and heat over low heat.

Heat the mixture for 6-8 minutes, stirring constantly with a wooden spoon, until the mixture has thickened.  Watch the mixture closely and make sure that it does not come to a boil.

Pour the mixture through a sieve or a fine strainer into a separate bowl.  Let the mixture cool completely at room temperature.  Stir in the vanilla extract.

Cover and refrigerate for chilled (for a few hours or overnight).

Whip the heavy whipping cream with a hand held mixer or stand up mixer until stiff peak forms.

Once the custard mixture has chilled, gently stir the custard into the whipped cream until smooth. Stir carefully so that you do not deflate the whipped cream.

Pour the mixture into a loaf pan.  Place in the freezer.  Break up the ice crystals and whip the gelato mixture every hour.  Do this 3-4 times until the gelato thickens.

Then cover and freeze for 4-5 hours.  Then the gelato is ready to serve and enjoy!