Mix the cornflour and milk together in a bowl. Whisk with a fork to break up any lumps. Pour into a saucepan and heat over gentle heat, stirring until it starts to boil. Add the sugar, stir and remove from the heat.
In a seperate bowl, mix the egg yolk and brandy together. Pour this into the warm sauce, stirring until it thickens. Serve straight away with your steamed Christmas pudding.