I have tried making this recipe (with whole milk) a couple of times, and neither time did the pudding set. However, I did a couple of things differently: I added two vanilla beans to the milk while it was heating and I cooked the mixture in a double boiler (bowl placed over a Dutch oven). The mixture was, as noted in the video, mayonnaise-like in it's consistency when removed from the heat at which point I added the butter and a teaspoon+ of vanilla extract for a little flavor boost. I then strained and transferred the pudding mixture into a glass bowl that would later be used for serving.
I left the mixture on the counter to cool in the bowl before placing it in the refrigerator. However, when I returned to the pudding it was no longer thick, but very soupy, like a typical cream soup. Covering the bowl and refrigerating over night did nothing to firm up the pudding.
What could be causing this problem? I'm stymied.