In a medium saucepan, whisk together egg yolks, sugar, and cornstarch until smooth. Gradually pour in your choice of whole milk or coconut milk while whisking to combine thoroughly. Place the saucepan over medium heat, stirring steadily until the mixture thickens and coats the back of a spoon, which should take about 5-7 minutes.

Once thickened, remove the saucepan from the heat and stir in unsalted butter and vanilla extract until fully melted and incorporated. Pour the custard into a bowl, cover it with plastic wrap directly on the surface to prevent a film from forming, and let it cool at room temperature for about 30 minutes until it firms up.

After the custard has cooled, scoop it into small balls using a melon baller or teaspoon, and place them on a baking sheet lined with parchment paper. Transfer the baking sheet to the freezer and freeze the custard balls until solid, which should take about 2 hours.

In a heatproof bowl, combine glutinous rice flour and additional sugar. Gradually mix in milk, stirring until you have a smooth batter. Cover the bowl with plastic wrap and microwave the mixture in 1-minute intervals, stirring in between each, until thick and sticky, which typically takes about 3-4 minutes.

Once the mochi dough has thickened, allow it to cool slightly, then dust a clean surface and your hands with cornstarch to prevent sticking. Portion out the mochi dough and flatten each piece with your hands into a circle.

Take a frozen custard ball and place it in the center of a mochi circle. Carefully wrap the mochi around the custard, pinching to seal the edges and forming it into a ball. Repeat this process with the remaining custard and mochi dough.

Once you’ve formed all your Creamy Custard Mochi Balls, roll them in crushed vanilla cookies for added crunch and flavor. Place the coated mochi balls on a plate and chill them in the refrigerator for 20-30 minutes before serving.