Combine sugar, cornstarch, egg yolks, and milk in top of a double boiler; stir well with a whisk. Cook over simmering water 8 to 10 minutes or until thickened, whisking constantly. Remove from heat; whisk in butter and vanilla. Pour custard into a bowl; place plastic wrap directly on top of custard to prevent a skin from forming. Chill at least 2 hours.