lol well it did make me wonder

I think Splenda is a bit more stable at heat than other sweeteners (the exception being Stevia but we cannot get that in the UK) but it would work fine in a custard as you tend not to heat a custard up that much, and if it tastes ok. Sometimes sweeteners can leave an aftertaste but Splenda doesn't and it is closer in it's properties to Sugar (it is made from Sugar)
Splenda does come into it's own if you are using it for baking cakes etc as it will take a very high heat.
When you get to your ideal weight if you want to do a bit of baking says cakes/muffins you could always use Silver Spoons - half spoon (I think that is what it is called) which is sugar with sweetener added you just use half of the normal quantity.
I think overtime you might find that foods that you ate before and found them ok, too sweet, as your taste buds do tend to adjust very quickly to having less sugar.