1. In a small bowl, stir together the gelatin and cold water. Set aside to soften. In a medium bowl, whisk together the egg yolks, sugar and salt until smooth.
2. In a medium saucepan, bring the milk to a boil. Stir a small amount into the egg yolk mixture, then stir the egg yolk mixture into the hot milk until well blended. Whisk in the softened gelatin and vanilla. Run through a strainer, and allow to cool.
3. When the mixture has cooled almost to room temperature, whip the heavy cream to medium stiffness and fold into it. Refrigerate until ready to use.
Just leave it on top of the refridgerator so all the fat will get scared and jump off!