In a 2-quart saucepan, combine milk, butter, cornmeal, corn, sea salt, smoked paprika and cayenne. Bring to a boil, reduce heat to medium, and simmer, stirring frequently, until mixture is slightly thickened, 3 to 4 minutes. Remove from heat, stir in cheese, then let cool until just warm to the touch, about 15 minutes. Stir in the egg yolks until combined.