Prepare your ingredients
Preheat the oven to 300 F (150 C). Butter a shallow 4-cup (950 ml) ovenproof dish
Combine the milk, rice, and sugar in a bowl and whisk together well, then mix in the vanilla. Pour the mixture into the prepared dish.
Bake the pudding for 3 hours. Halfway through baking, slide a spoon under the skin that will have formed on the top and give the pudding a brief stir (this is optional). You'll know the pudding is done when the sin is browned and hard and the pudding itself is thick and unctuous.
Serve warm or at room temperature