Throughout the Spanish-speaking world, natilla refers to a range of different types of custards. In the Cuban version, the sweet egg custard is dusted with cinnamon. Slideshow: Great Cuban Recipes
In a medium bowl, whisk the egg yolks with the cornstarch and salt. Whisk in 1/2 cup of the milk until smooth.
Set a fine-mesh strainer over a large bowl. In a large saucepan, heat the remaining 3 1/2 cups of whole milk with the sugar until small bubbles appear around the sides of the saucepan. Whisk in the egg-yolk mixture in a slow, steady stream and cook over low heat, stirring with a rubber spatula, until the custard is thickened and gently simmering, about 5 minutes. Immediately strain the custard into the bowl and stir in the vanilla extract. Press a sheet of plastic wrap directly onto the surface of the custard and refrigerate until chilled, about 4 hours. Spoon the custard into bowls, sprinkle with ground cinnamon and serve.
The custard can be refrigerated in an airtight container for up to 3 days.