In a medium mixing bowl, whisk the egg yolks until they lighten in color. Gradually add the sugar and whisk to combine. Add the oil and whisk thoroughly. Temper the cream mixture into the egg mixture by whisking in small amounts, approximately 1 tablespoon at a time, until about a 1/3 of the cream mixture has been added. Pour in the remainder of the cream and stir to combine. Return the mixture to the saucepan and place over medium-low heat. Continue to cook, stirring frequently, until the mixture thickens slightly and reaches 170 to 175ºF, 5 to 7 minutes. Strain the mixture through a fine-mesh strainer into a container and place in the refrigerator uncovered. Allow to sit uncovered until it is cool enough not to form condensation on the lid. Cover and store for 4 hours, up to overnight, or until the temperature reaches 40ºF or below.