Cream butter, sugar, eggs, and vanilla in medium bowl until light and fluffy.
Combing dry ingredients.
Add alternately with milk to creamed mixture.
Pour batter into well-greased and floured 9-inch layer pan.
Bake 30 to 35 minutes or until cake tester inserted in center comes out clean.
Cool 10 minutes; remove from pan.
Cool completely on rack.
To Make Filling:
Combine sugar, cornstarch, milk, and egg yolks in saucepan.
Cook and stir over medium heat until mixture boils; boil and stir 1 minute.
Remove from heat; blend in butter and vanilla. Cover and cool completely.
To Make Glaze:
While the cake and the filling can (and should) be made ahead of time, the glaze cannot be made until you're ready to assemble the pie.
Bring water and butter to a full boil in a small saucepan. Remove from heat and stir in cocoa immediately. Then, beat in the confectioners' sugar and vanilla until the mixture is smooth. Cool slightly.
Assembling the pie:
Cut the cake into 2 thin layers.
Spread filling onto one layer. Top with remaining layer.
Pour glaze on top; let some drizzle down sides. Chill again before serving.