In a medium mixing bowl, whisk together the egg yolks, sugar and cornstarch. Set aside.
In a medium, stainless steel saucepan over medium heat, add the cream, milk and espresso powder. Cook until bubbles begin to appear on the inside edge of the pan. Ladle some of the coffee cream into the egg mixture and whisk vigorously to temper. Add the egg mixture into the coffee cream and continue to whisk until thickened and coats the back of a spoon. Whisk in the vanilla extract. Remove from the heat. Pour into a bowl and cool completely.
Cover with plastic wrap, allowing it to gently rest on top of the custard. Refrigerate until set, 4 hours.