Bring the milk, coffee, cream and vanilla to a near boil.
In a separate bowl, whisk the egg, yolks, sugar and cheese together.
Once the milk is near boiling point pour over the egg mixture, mix well, and strain through a colander and back into the pan. Put the mixture back on the heat and whisk constantly until it begins to thicken.
Pour the mixture into martini glasses or brulée dishes and allow to set in the fridge for 3-4 hours.
Once set, sprinkle the top of the brulée with sugar and place under a grill for 2 minutes or use a gas burner to colour the sugar and create the brulée topping.