Heat the milk in a Pyrex measuring cup in the microwave for 2 minutes on high, or in a small saucepan over medium heat until small bubbles appear on the side of the pan.
In another small saucepan, over medium-low heat, whisk the egg yolk with the sugar and cornstarch and slowly add the warm milk. Whisk constantly, until the mixture thickens to the consistency of heavy cream and coats a spoon lightly. Do not boil or simmer or the egg will scramble. Remove from heat. Stir in the coffee, vanilla, or orange flavoring.
Pour the Custard Sauce into a small bowl. Serve warm or chilled. To chill, cover and refrigerate at least 1 1/2 hours or up to 1 day ahead.