Place sugar, flour, salt, and milk in sauce pan. Stir on medium low heat until mixture begins to boil. Let boil while stirring constantly for 2 - 3 minutes. Remove from heat and place 1/2 cup of hot mixture into egg yolk and mix well. Pour egg yolk and rice into hot pudding mixture and place back on stove, continue to cook for 2 - 3 minutes. Stir constantly so pudding does not lform lumps and stick to the bottom of pan. Remove from heat, add vanilla and blend well. Chill before serving.
Add your favorite garnish. Fruit, whipped topping or a little cinnamon or freshly grated nutmeg is nice.