Cook the custard while stirring constantly to make sure no lumps form, until it thickens well. If the custard is not smooth, pass it through a sieve. Transfer the custard to a bowl and cover with cling film such that it touches the surface of the custard. This will prevent a skin from forming on the top. Let it cool, then refrigerate to chill for about 3 to 4 hours. You can also make this coffee custard the previous day.