Place the rice and just enough water to cover it, into a saucepan on medium heat, cooking until the rice is soft and the water is almost dissipated, approximately 8 minutes.
Set aside 1 cup of the milk in a bowl and a further 3 tablespoons of milk in a separate small bowl.
Pour the remaining milk, sugar and vanilla extract into the rice, stirring to combine.
Simmer for 10 minutes, stirring to ensure the mixture doesn't stick to the bottom of your saucepan and the milk is thickened and mostly dissapated.
Preheat the oven to 180C/350F.
Meanwhile, sift the corn flour into the 1 cup of milk and mix until smooth, gradually stir into the rice mixture and cook for a further 5 minutes or until thickened.
Spoon the rice pudding into small oven proof dishes almost to the top and place the small dishes onto a larger baking tray (for spillages)
Add the egg yolk to the remaining 3 tablespoons of milk and mix until well combined and smooth.
Spoon 1-½ tablespoon's of the egg mixture over the rice pudding and spread out evenly.
Place into the oven and bake for approximately 25 minutes or until golden on top.
Remove and refrigerate for at least 3 hours or overnight.
Serve cold.