1. In a medium saucepan, whisk the egg yolks with the sugars. Whisk in the evaporated milk then the cornstarch and vanilla.
2. Cook the mixture over medium-low heat, stirring constantly and scraping the bottom of the pan with a heatproof rubber spatula until the mixture thickens to a mayonnaise-like consistency, about 5 minutes. (If the mixture gets lumpy at any point, remove the pan from the heat, switch to a whisk, and whisk until it’s smoothed out.)
3. Transfer the cooked brown sugar custard to a medium bowl and place plastic wrap directly on the surface to prevent a skin from forming. Refrigerate until cold, about 45 minutes.
4. Using a stand mixer with wire whip attachment, or hand-held mixer and medium bowl, whip the cream on medium-high speed until it forms softly mounded peaks. You want the cream somewhere between liquid and soft peak. It should just begin to hold its shape. If the custard has become really thick stir it with a rubber spatula. Fold the cream into the cooled custard.
5. Put three pieces of brownie, a generous 2 teaspoons of caramel and 2 teaspoons pecan pieces into the bottom of 6 parfait, wine, cocktail, or on-the-rocks glasses.
6. Spoon on 1/3 cup of the custard. Top with three more brownie pieces and then drizzle with 2 teaspoons of caramel sauce and sprinkle on 2 teaspoons pecans. Continue layering the custard, brownie pieces, caramel, and pecans.
7. Cover each glass with plastic wrap and refrigerate for at least 30 minutes, or overnight.