Get out a 3 quart saucepan. Combine the sugar and cornstarch. Slowly stir in the milk. I use a whisk to make sure the cornstarch doesn't get lumpy. If the milk is cold, so much the better, (cornstarch dissolves quicker in cold liquids) Heat the pudding over medium heat. Stir constantly,Keep stirring it until it boils.
Wait a minute, so that it boils for a full minute.
Next crack your egg into a cereal bowl. Scoop a bit of the hot pudding into the bowl with the egg. Stir the egg up pretty fast (so it doesn't cook in the hot pudding) until it is well mixed. Then put the egg/pudding mixture back into the pot. Whisk it up smooth. Bring the pudding back to a boil and then remove it from the stove. Drop in the butter and the vanilla. Stir until butter melts.
Pour it into small resealable plastic containers if you want to send it in a lunch box.