How do you make Yorkshire Pudding?

I have had it before, and even tried making it. I do have a recipe, but I have always heard that the correct way to make it is to bake it under a beef roast, so that the drippings from the roast falls into it as it bakes. I can’t quite figure out how that would work. Maybe a roasting pan with a really high rack that would hold the meat up, and the batter underneath. Wouldn’t that make the Yorkshire pudding really greasy?