Cascaded over a slice of sugar-crusted apple pie or layered in an English trifle, a batch of vanilla-scented custard is to die for. However, it can be tricky to get right when making it from scratch.

The custard square has been a long-standing bakery classic in New Zealand (like this shortbread) for generations. It’s popular in Australia, too, where it’s known as “vanilla slice.” But this dessert ...