Place 1 3/4 cups of dry pudding mix into a medium saucepan
. Add milk
and heavy cream and whisk
to combine. Over medium heat, bring mixture to a boil, continuously whisking gently. Reduce heat to low and cook for 4 minutes while continuing to whisk. Remove from heat and stir in vanilla. Pour the mixture through a sieve
and into individual dishes or a 1 1/2-quart serving dish. Cover the surface of the pudding
with plastic wrap
. Place in the refrigerator to chill completely before serving, approximately 4 hours.