Prepare all the ingredients. Pour the milk and heavy cream into a saucepan and heat over medium heat. Do not boil, just warm it up.
In a bowl, whisk the egg yolks with the sugar and vanilla sugar until light and fluffy. Add the warm milk and heavy cream mixture, then, while constantly stirring, pour it back into the saucepan.
Cook the mixture over low heat, stirring constantly, for 5-7 minutes, or until it thickens slightly. Be careful not to let it boil.
Finely chop the fresh plums and add them to the egg mixture. Sprinkle with cinnamon and mix well to combine the flavors.
Once well mixed, strain the mixture through a fine-mesh sieve to remove the plum 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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