Place all the ingredients in a blender and blend for one minute. I like to gradually work my way up to high during the first 30 seconds of the blend, then continue on high for another 30 seconds.
Transfer the mixture to a small saucepan. Heat over medium, whisking constantly, until it starts to thicken (about 2 minutes). Continue to heat the pudding over medium heat for 3 more minutes, whisking constantly.
The pudding will be thick enough to eat right away, but you can refrigerate it for about an hour to enjoy a chilled pudding. The leftovers can be stored in an airtight container in the refrigerator for a few days.