Prepare the Gelatin: In a small bowl, dissolve the gelatin in a few tablespoons of cold water. Let it sit and soften for about 5 minutes.
Heat the Milk: In a saucepan, heat the milk over medium heat until it's warm but not boiling. Remove from heat and set aside.
Whisk Egg Yolks and Sugar: In a mixing bowl, whisk together the egg yolks and sugar until they are well combined and slightly thickened.
Combine Milk and Egg Mixture: Slowly pour the warm milk into the egg mixture, whisking constantly to prevent the eggs from curdling.
Cook the Mixture: Pour the mixture back into the saucepan and cook over medium heat, stirring constantly, until it thickens slightly. This usually takes about 5-7 minutes.
Add Gelatin: Remove the mixture from the heat and stir in the softened gelatin until it's completely dissolved.
Add Flavoring: Stir in the vanilla extract or other flavorings of your choice.
Strain the Mixture: Pass the mixture through a fine-mesh strainer to remove any lumps or bits of cooked egg.
Chill and Set: Pour the mixture into molds or ramekins and refrigerate for at least 4 hours, or until the Bavarian cream is set and firm.
Serve: Once set, unmold the Bavarian cream onto serving plates and garnish with fresh fruit, whipped cream, or chocolate shavings if desired.