We made an egg custard pie at school and I remember having to cook a layer, take it out of the oven and pour some more in, and then cook that and so on for several layers unti the pie was baked. Not sure why.
Since then I have only ever made egg custards or creme caramele and had no problems, whether in the oven, pressure cooker or microwave. I always thought it was quite foolproof. I must be doing something wrong.
Are you setting yourself a very high standard? If they don't set, you could use it as custard. If it's too hard, could you break it down with an electric mixer and stir it into whipped cream?