In the top of a double boiler, combine milk and rice and cook over boiling water for 30 minutes or until rice is very tender. Combine egg, sugar and vanilla and beat well. Take 1 cup of the hot rice mixture and slowly mix in with sugar and egg mix. Once combined, stir slowly back into rice and milk mixture. Cover and cook for another 5 minutes. Sprinkle with brown sugar, cinnamon or anything you''d like!