Heat Milk and Cream: In a medium saucepan, combine the whole milk and heavy cream. Place over medium heat and warm until the mixture is hot but not boiling. Remove from heat.
Melt White Chocolate: Add the finely chopped white chocolate to the warm milk and cream mixture. Stir until the chocolate is completely melted and the mixture is smooth.
Prepare Egg Mixture: In a separate bowl, whisk together the granulated sugar, cornstarch, salt, and egg yolks until the mixture is pale and thick.
Temper the Eggs: Gradually pour about 1 cup of the warm milk mixture into the egg mixture, whisking constantly to prevent the eggs from curdling.
Cook the Pudding: Pour the tempered egg mixture back into the saucepan with the remaining milk mixture. Return to medium heat and cook, stirring constantly, until the pudding thickens and comes to a gentle boil. This should take about 5-7 minutes.
Add Vanilla: Remove the saucepan from heat and stir in the vanilla extract.
Strain and Chill: For an extra smooth pudding, strain the mixture through a fine-mesh sieve into a clean bowl. Cover the surface of the pudding with plastic wrap to prevent a skin from forming. Refrigerate until thoroughly chilled, at least 2 hours.
Serve: Once chilled, stir the pudding to loosen it before serving. Divide into individual serving dishes and garnish as desired.