Combine egg yolks, sugar, flour, and salt in top of a double boiler; stir until well blended. Slowly pour 1/4 cup scalded milk into yolk mixture, stirring with a wire whisk until mixture is smooth. Slowly pour remaining scalded milk into yolk mixture, stirring constantly.
Place over boiling water and cook, stirring with a metal spoon, until mixture thickens and coats the spoon. Remove from heat, and stir in vanilla. Cool custard to room temperature, and chill thoroughly.