When adding the cornstarch slurry and the tempered egg yolks, make sure you scrape both bowls with a rubber spatula. This helps make sure you add all of the thickeners to the recipe. It is also possible that you haven't cooked the pudding quite long enough. On my stove, it takes about 7-10 minutes for the pudding to start bubbling and thicken after adding the eggs and cornstarch. Also, keep in mind that the pudding will not be as thick when it is hot. Once it has cooled, it will thicken quite a bit!