Place all ingredients into blender EXCEPT vanilla. Pulse till smooth - about 30 seconds.
Pour mixture into pan and warm over medium-high heat.
Whisk almost constantly until mixture starts to boil. This should take about 4-5 minutes. When pudding begins to bubble, stir constantly. Boil for 1 minute.
Remove from heat and stir in the vanilla.
Cool till room temperature on counter, then chill completely in the fridge.