To make the custard, whisk the sugar, egg yolks, cornflour and a pinch of salt in a heatproof bowl until smooth. Heat the milk and cream with the bay leaf, lemon and vanilla until steaming but not quite boiling, then, continually whisking, gradually pour over the egg yolks. Transfer back to the pan and cook gently for 5-8 minutes or until thickened enough to coat the back of a spoon. Strain and serve in a big jug. Remove the foil from the steamed sponge, and invert onto a serving plate to serve with a generous covering of custard.