Cut the Milky Way bars into small pieces and set aside.
Combine the sugar, cornstarch and salt in a medium saucepan. Slowly whisk in the milk until smooth. Stir over medium-high heat until the mixture comes to a boil.
Whisk the yolks quickly to blend in a large, heatproof bowl. Slowly stir in half of the hot mixture into the yolks. Stir well and pour the yolk mixture back into the saucepan. Bring back to the boil and stir for 1 minute or until thickened and smooth. Remove from the heat and stir in the butter and vanilla. Reserve ½ cup of the chopped Milky Ways for garnish. Stir the rest into the pudding. Pour into four six-ounce ramekins or custard cups.
Cover and chill until set, at least 2 hours or overnight. Sprinkle over the reserved chopped Milky Ways just before serving.