Mix the milk with vanilla and star anise in a medium saucepan. (It’s okay to include the empty vanilla bean shell in the cream along with the scrapings.) Very slowly bring the milk up to scalding, giving the star anise and vanilla time to steep and infuse flavor to the milk. Strain out the star anise seeds and empty vanilla bean shell. Whisk together egg yolks, sugar, and cornstarch until well combined and smooth. Slowly add the heated milk into the egg mixture little by little, whisking constantly. Return mixture to pot and return to medium heat, still whisking. Cook until mixture thickens, about 3 minutes. (It is easier to switch to a wooden spoon or rubber spatula for this part, as a whisk can make the mixture too frothy.)

Once thickened, remove from heat, add butter and continue to stir for an additional minute. Pour mixture through a fine mesh strainer into a chilled bowl. Cover the bowl with plastic wrap and press the plastic to meet the surface of the mixture. This prevents the cream from forming a “skin” as it cools. Chill pastry cream until set, anywhere from 2 to 24 hours.