In a medium sized bowl, whisk the egg yolks and set them aside.
Combine the remaining ingredients (sugar, cake mix, cornstarch, heavy cream, vanilla extract) for the pudding in a medium sauce pan and heat over medium heat until it is warm, but not boiling. Add 1/4 cup of the warm liquid to the egg yolks and whisk to temper them (so they don't cook). Whisk the yolk/liquid mixture into the rest of the liquid over the heat and continue whisking until it thickens.
Transfer the pudding to a bowl and cover with plastic wrap right up against the top of the liquid (to prevent a skin from forming). Cool on the counter for an hour and then in the refrigerator for two to three hours.
Once the pudding has cooled, make the filling by chilling a metal mixing bowl and whisk for 15 to 20 minutes and then beating the heavy cream in the chilled bowl on high until peaks form. Next beat in the cake mix. Next gently fold in the1/2 cup sprinkles.
Take out two cups from the whipped cream mixture you just made and set the rest back in the refrigerator.
Beat the cream cheese for two minutes until light and fluffy, scraping down the bowl as you go. Add 1 cup of pudding to the cream cheese, beating it in until combined. Finally, add the two cups of the whipped cream mixture, gently folding it in.
To layer your Birthday Cake Lasagna, start with a 9 by 9 inch pan. Add a layer of waffle crisps to the bottom. You may need to break up some crisps to make sure the bottom is covered. Cover it in half of the pudding. Then add half of the whipped cream mixture. Now add another layer of waffle crisps, followed by the rest of the pudding and the rest of the whipped cream. Add a final layer of crips and then the whipped cream you stored in the refrigerator to top. Finally, top with sprinkles.
Cover the lasagna and let set for 3 to 4 hours before serving.