Whisk the egg yolks in a small bowl until well blended. Set aside.
In a heavy bottomed sauce pan combine the sugar and 1/2 cup water and stir to combine. Begin heating it and stir just to dissolve the sugar. Turn up the heat and boil the mixture WITHOUT STIRRING. Continue boiling on medium high heat for anywhere from 5-10 minutes, until the sugar syrup starts to brown. The browner the syrup gets, the more flavor you will have in your finished custard, but be extra careful not to let it burn.
When the syrup is nice and brown, whisk in the cream (be careful, it will spurt) and continue to stir while you lower the heat to medium. The caramel with be hardened at first and will dissolve as the cream heats. Stir just until all the bits of caramel are dissolved.
Slowly drizzle the cream mixture into the egg yolk,s whisking as you drizzle. Continue until all the cream has been incorporated into the eggs and is smooth. Stir in the vanilla extract.
Pour the mixture into 6 small oven safe glasses.
Set the glasses in a baking dish and pour hot water into the dish to come up about an inch or two.
Bake for about 30-40 minutes, until the custards are set on the edges, but still a little wobbly in the center.