In a large bowl, whisk together the egg yolks and sugar. Line a sieve with a paper coffee filter. Combine the milk and coffee in a medium saucepan and bring to a boil. Pour the hot milk and coffee through the sieve and into the egg mixture, whisking constantly. Return to the saucepan. Cook over a medium heat, stirring constantly, until the mixture thickens slightly and coats the back of a wooden spoon, about 5 minutes. Remove from the heat. Stir in the vanilla and chill.
