To begin, preheat your oven to 400°F (200°C). Rinse the rice thoroughly under cold water to remove excess starch, then add it to a medium saucepan with 1 1/2 cups of water. Bring to a simmer and cook until the rice absorbs most of the water and becomes tender, about 10-12 minutes.
Once the rice is cooked, add the 4 cups of whole milk to the saucepan and stir well. Bring the mixture to a gentle simmer over medium-low heat, stirring frequently to prevent the rice from sticking to the bottom.
Add the granulated sugar and vanilla extract to the rice and milk mixture. Stir until the sugar dissolves completely. Taste to adjust sweetness if needed, as preferences vary slightly in traditional recipes.
In a small bowl, dissolve the corn starch in 1/4 cup of milk to avoid lumps. Gradually whisk this mixture into the simmering milk and rice, stirring constantly until the mixture begins to thicken, about 5-7 minutes.
In another small bowl, beat the egg yolk lightly. Slowly add a spoonful of the hot pudding mixture to the egg yolk, stirring to temper it. Repeat with a few more spoonful’s until the yolk is warmed, then pour the yolk mixture back into the saucepan, stirring continuously.
Continue cooking for an additional 2-3 minutes, ensuring the mixture is smooth and slightly thickened. Remove from heat, and allow the pudding to cool slightly.
Ladle the pudding mixture evenly into individual oven-safe ramekins. Place the ramekins in a deep baking dish, and fill the dish with hot water until it reaches halfway up the sides of the ramekins. This bain-marie technique helps to ensure even baking.
Carefully place the baking dish in the oven and bake for 15-20 minutes or until the tops are lightly golden. Remove from the oven, cool to room temperature, and then chill in the refrigerator for at least 1 hour. Serve the Fırın Sütlaç chilled, garnished with a light dusting of cinnamon for a traditional finish.