In a medium-sized saucepan, whisk together the Splenda, cornstarch, and salt.
Slowly whisk in the milk until all the dry ingredients are fully incorporated.
Cook the mixture over medium heat, whisking until it begins to boil.
Once the mixture has boiled, reduce the heat and let it simmer for another 2-3 minutes, continuing to whisk.
Remove the saucepan from the heat and stir in the vanilla extract.
Pour the pudding into individual serving dishes, cover with plastic wrap, and chill in the refrigerator for at least one hour.