Pudding isn't setting?
Puddings, of the type in your recipe, are thickened mostly by starch gelling. The egg yolks and milk provide some thickening as well as the smooth, custardy texture.

Both the starch and egg proteins gel before the boiling temperature. Recipes call for a few minutes of boiling for an entirely different and fascinating reason.

There is an enzyme in raw egg yolks that digests starches. A few minutes of boiling is required to deactivate those enzymes. If your pudding didn't gel, and some time has passed, your eggs may have eaten your cornstarch. In this case, boiling it more wouldn't help.

You might try whisking in some more starch and then boiling it again. This would take some experimentation. I wouldn't replace the entire quantity of starch from the recipe at first.