Start by placing a mixing bowl in the freezer for 30 minutes before you start making the parfait.
In another bowl, whisk the egg yolks until they turn a pale yellow colour.
Add the sugar and water to a pan and bring to boil - or until it reaches a temperature of 120°C
Slowly pour the sugar mix into the yolk, stirring to combine.
Once the yolk mix has cooled, whisk until it doubles in size.
Now, take the mixing bowl out of the freezer, pour the cream and vanilla extract into the bowl and whisk until it forms soft peaks.
Fold in the yolk mixture until well combined. Transfer into jars and freeze for at least 4 hours.