1. Add sugar and salt to milk and peanut butter; heat to simmering point.
2. Beat egg; combine with water. Beat in cornstarch.
3. Add egg mixture slowly to milk mixture, stirring constantly with a whip. Cook about 6 minutes, continuing to stir, until mixture has returned to simmering point.
4. Remove pudding from heat and stir in vanilla.
5. Cool quickly in the refrigerator, stirring often.
