1.Beat egg in a small bowl and set aside. Spray a 3-cup casserole dish with cooking spray and set aside. In a 3 quart pot, heat milk to hot, do not boil. Slowly add in cornmeal and whisk continually until all of the corn meal is added.
2.Cook for 10 minutes on a low simmer, stirring occasionally. Be careful that it does not stick and burn to the bottom of the pan. Remove from heat and add all other ingredients except the beaten egg. Mix to combine. Preheat oven to 325 degrees.
3.Temper the eggs by slowly adding some of the hot pudding a little at a time to the egg, stirring as you go (about a cup total). Then add the egg mixture to the pot and stir.
4.Pour mixture into prepared 3-cup casserole dish and place the casserole dish in a water bath. Bake for about one hour and 30 minutes. Pudding should be set up and somewhat firm. If the center is a bit loose, that is OK.
5.Let the pudding rest for 15 minutes, then serve hot with a scoop of vanilla ice cream.