Place the chopped almonds in a medium saucepan over medium heat.
Cook, shaking the pan frequently, for about 3 minutes until the nuts are fragrant and lightly toasted.
Add the milk, sugar, and egg yolks directly to the saucepan with the almonds.
Whisk everything together thoroughly to combine.
Continue cooking over medium heat, whisking almost constantly, until the mixture thickens enough to coat the back of a spoon. Use a thermometer to check for a temperature between 175-180°F (80-82°C). It is crucial that you do not let the mixture boil, or the eggs will scramble.
Immediately remove the saucepan from the heat.
Pour the hot custard through a fine-mesh sieve into a clean bowl to strain out the almonds and ensure a silky-smooth texture.
Let the sauce cool slightly before serving warm, or cover and chill in the refrigerator. The sauce can be stored in an airtight container in the fridge for up to 3 days.
Don't be afraid to experiment with other nuts! This recipe works beautifully with toasted hazelnuts, cashews, pistachios, or even peanuts.