Coconut-Rum Sauce

In a medium saucepan, bring coconut cream and milk to a boil. In a bowl, lightly beat the egg yolks. Gradually whisk the hot milk mixture into the yolks. Return mixture to the saucepan and cook over low heat, stirring constantly, until thick enough to coat the back of a spoon, about 3 minutes. Strain into a bowl and cool. Stir in rum and vanilla.