In a medium saucepan, add the milk, cloves, cinnamon stick and vanilla. Heat on low for about 5 minutes and then slowly bring to a boil over medium heat. Promptly remove from heat to avoid scalding.
Slowly and gradually ladle the hot milk mixture into the egg yolk mixture. Whisking with each ladle of milk. Return this mixture (cloves and cinnamon included) back to the saucepan. Cook over medium heat for about 3 minutes, continually whisking. The mixture will begin to thicken.