Prepare all the ingredients. Pour the milk and heavy cream into a saucepan and heat over medium heat. Do not boil, just warm it through.
In a bowl, whisk the egg yolks with the sugar and vanilla sugar until light and fluffy. Add the lukewarm milk and heavy cream, then pour back into the saucepan while stirring constantly.
Cook the mixture over low heat for 5-7 minutes, stirring constantly, until it thickens slightly. Be careful not to let it boil.
Halve the peaches, remove the pits, and grill them in a hot pan for 2-3 minutes until nice grill marks appear.
Once grilled, dice the peaches into small pieces and add them to the egg mixture. Mix well to infuse the mixture with the peach flavor.
After mixing well, strain the mixture through a fine-mesh sieve to remove the peach pieces. Pour the mixture into a bowl and let it cool to room temperature.
Refrigerate the mixture for at least 3-4 hours to allow the flavors to meld and the parfait to set properly.
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