Grainy custard

Lindsey, I have followed Delia’s custard recipe for her trifle several times; egg yolks, whole milk, cornflour etc, but every time, despite being very careful about heating the sauce gently, it ends up grainy rather than smooth. What am I doing wrong?
Am I over cooking the sauce? (I have watched Delia cook the sauce until it splits, but gets it back to smooth consistency as a result of the cornflour.)