Bourbon Sauce

In a medium nonreactive saucepan, combine the milk and sugar. Bring to a boil over moderate heat. Beat the egg yolks in a small bowl until liquified. When the milk boils, gradually whisk 1/3 of it into the yolks. Return the remaining milk to a boil over low heat and whisk in the yolk mixture. Cook, whisking constantly, until the sauce thickens, 1 to 1 1/2 minutes; do not let boil. Immediately remove from the heat. Whisk the sauce constantly for 1 minute to cool. Strain through a fine sieve into a bowl and whisk for 30 seconds. Stir in the bourbon and the vanilla. Serve warm.