Crush the shortbread: Place the cookies in a zip-top bag and crush with a rolling pin until you have coarse crumbs. Mix with melted butter and sugar if using.
Set aside.
Set up for the pudding: In a medium bowl, whisk together the egg yolks, cornstarch, and half of the sugar until smooth. Add a splash of milk to loosen if it’s too thick.
Heat the dairy: In a saucepan, warm the milk, heavy cream, remaining sugar, and salt over medium heat until steaming and small bubbles form at the edges. Don’t boil.
Temper the eggs: Slowly ladle some hot milk into the yolk mixture while whisking constantly.
Add about 1 cup total, whisking until smooth.
Thicken the pudding: Pour the tempered mixture back into the pot. Cook over medium heat, whisking steadily, until it thickens and just begins to bubble, 2–4 minutes. The whisk should leave trails.
Finish the flavor: Remove from heat.
Whisk in the butter and vanilla extract (or vanilla bean seeds). Taste and adjust salt or vanilla if needed.
Cool it down: Pour the pudding into a bowl. Press plastic wrap directly on the surface to prevent a skin.
Chill until cool and slightly set, about 1–2 hours.
Whip the cream: Beat the heavy cream, powdered sugar, and vanilla to soft peaks. Keep it in the fridge until ready to use.
Assemble the parfaits: In clear glasses or jars, add a layer of shortbread crumbs, then pudding, then a dollop of whipped cream. Repeat the layers.
Finish with crumbs or a small swirl of cream on top.
Garnish and serve: Add berries, chocolate shavings, or a drizzle of caramel if you like. Serve right away for crunchy crumbs, or chill for 30–60 minutes for a softer, cake-like texture.