Choux pastry: In a pot, combine butter, water, and salt. Add flour, and mix well. Let it cool.
Preheat the oven to 350ºF.
Using a wooden spoon or stand mixer, beat in the eggs one at a time, mixing well after each until the dough becomes sticky.
Drop by tablespoonfuls onto an ungreased baking sheet. Bake for 20 to 25 minutes in the preheated oven, until golden brown. Centers should be dry.
When the shells are cool, either split and fill them with the pudding mixture, or use a pastry bag to pipe the pudding into the shells.
Vanilla fillings: Mix cornstarch with 1/2 milk and yolk. Set aside.
In a pot, combine milk and sugar; then add the cornstarch mixture. Keep stirring until you reach the right (pudding thickness) consistency.