Whisk egg yolks and cornstarch in a medium bowl and set aside.
Put the brown sugar, 2 tablespoons water, and kosher salt in a heavy saucepan. Turn to medium heat and let cook for about 5 minutes. Do not stir. It should bubble and turn dark brown.
Very slowly, add the milk mixture. Whisk continuously on medium heat until it boils. Turn off heat.
Ladle out about a quarter cup of the mixture and very slowly drizzle it into the egg mixture, whisking the entire time. Add another quarter cup of the milk to the egg mixture and continuously whisk.
Very slowly drizzle the egg mixture back into the pot. Turn to low heat and cook until it thickens and bubbles. Whisk for about a minute and turn off the heat.
Stir in the butter, vanilla, and whisky.
Let cool for about 10 minutes. Grab 4 4-ounce serving dishes and divide the pudding between them.
Cover with plastic wrap, making sure to press the plastic down onto the surface.
Chill overnight.
Top with pretzel pieces, whipped cream and coarse salt to serve.