Place the milk in a saucepan and heat over medium until it just begins to steam.
In a bowl, whisk the egg yolks, sugar, and cornstarch until smooth.
Slowly pour about half the hot milk into the yolk mixture while whisking, then return everything to the saucepan.
Cook over medium heat, stirring constantly, until the custard thickens enough to coat the back of a spoon. Remove from heat and stir in the vanilla extract.
Transfer the custard to a bowl, cover the surface with plastic wrap, and chill until cold.
In a separate bowl, whip the heavy cream with the powdered sugar until soft peaks form.
In four glasses, layer crumbled gingerbread cookies, a spoonful of chilled custard, and a layer of whipped cream. Repeat the layers once more.
Finish each trifle with a light dusting of ground cinnamon.