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Preheat your oven to 350°F (175°C) and line a cupcake pan with paper liners.
Prepare the yellow cake mix according to the package instructions and fill each cupcake liner about two-thirds full with the batter.
Bake for 15-20 minutes or until a toothpick inserted into the center of a cupcake comes out clean. Let them cool completely.
To make the custard filling, whisk together 1 cup of heavy cream, 1 cup of milk, 1/2 cup of sugar, and 1/4 cup of cornstarch in a saucepan over medium heat.
In a separate bowl, whisk the egg yolks. Gradually add a small amount of the hot cream mixture to the yolks, whisking constantly to temper them.
Pour the tempered yolks back into the saucepan and cook, stirring constantly, until the mixture thickens. Remove from heat and stir in the vanilla extract. Let it cool completely.
Once the cupcakes and custard are cool, use a small knife to cut out a small cone from the center of each cupcake and fill with the custard.
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