In a saucepan combine the flour, sugar, dry mustard, salt, and red pepper; stir in the milk.
Cook and stir till mixture is thickened and bubbly.
Gradually stir some of the hot mixture into the slightly beaten egg yolks.
Return all to saucepan.
Cook, stirring constantly, 2 minutes more.
Place a piece of waxed paper over the surface; cool 10 to 15 minutes.
Remove waxed paper; stir in the vinegar.
Transfer to jar; cover tightly and chill.