In a heavy bottomed, medium saucepan or dutch oven ( I used my cast iron dutch oven. ) over medium high heat, bring rice, water and salt to a simmer. Cover and lower heat - continue cooking & stirring until all water is absorbed. 10 - 12 minutes.
Add the cream, sugar, vanilla and milk. Stir until well combined. Whisk in the cinnamon. Simmer for 35 - 40, minutes or until just about desired thickness, making sure to stir often so as not to burn or stick.
When the pudding is just about finished, add some of the milk mixture to the egg yolk, stirring briskly to temper, quickly stir this mixture back into the rice and cook a few more minutes.
I removed mine while there was still a bit of liquid as it will be absorbed more as the pudding cools. Pour into a large bowl and cover with plastic wrap to avoid a skin forming on top of your pudding.
Chill until ready to serve. I served with a dollop of whipped cream and a sprinkle of cinnamon. I also thinned down some canned cherries with lemon juice & water and added a dollop for those who preferred.