Using a double boiler, heat milk over simmering water just until bubbles form around the edge of pot. Beat egg whites, sugar & salt in small bowl. Beat a spoonful of hot milk into egg mixture. Whisk egg mixture into milk in pot. Cook, stirring, over simmering water until mixture thickens slightly & coats a spoon, about 10 minutes. Remove from heat. Stir in vanilla. Cool to room temperature.