In a bowl, mix dry milk powder, cornstarch, granulated sugar, and salt.
Open vanilla beans with a knife, scrape out the seeds and add them to the mixture. Cut the beans in 2-3 pieces and add to the mix too.
Put in an airtight container and store in a cool, dry place for up to 6 months.
To make pudding
Combine ½ cup of the mix with 2 cups of milk in a medium saucepan over high heat, whisking constantly. Bring to a boil (keep an eye on it because this happens quickly!), then reduce heat to a simmer and continue whisking until the mixture thickens and coats the whisk or spoon. (About 3-5 minutes).
Pour into a container and let it set for at least 5 minutes before serving. Can be served warm or cold.