Step 1: Combine whole milk, coconut milk, and condensed milk in a large saucepan and whisk until blended.
Step 2: Sift the cornstarch into the cold milk mixture along with the sugar, whisking until no lumps remain.
Step 3: Place the pan over medium heat and whisk continuously until the mixture thickens and begins to boil.
Step 4: Reduce heat to low and simmer for 3 minutes while whisking to ensure a smooth consistency.
Step 5: Remove from heat, stir in vanilla, and pour into a 9-inch Bundt pan rinsed with cold water.
Step 6: Let cool to room temperature, then refrigerate for at least 6 hours before unmolding and serving with syrup.