At the risk of appearing old-fashioned, it is certainly acceptable to use a colon to introduce a list split across sentences. Just be sure to start the first sentence with a capital letter:
We required three ingredients: Firstly, eggs, to provide a nice eggy flavour. Secondly, milk, for all its milky goodness. Finally, we required flour, to bind it all together.
In modern writing, first and second are preferred. The full-stops (or periods) would also give way to semi-colons:
We required three ingredients: first, eggs, to provide a nice eggy flavour; second, milk, for all its milky goodness; finally, we required flour[,] to bind it all together.
For succinctness, first, second and finally, we required are best removed, as they make the whole sentence rather wordy. Thus:
We required three ingredients: eggs, to provide a nice eggy flavour; milk, for all its milky goodness; and flour, to bind it all together.
You may notice I played around with the commas. That could also be considered a matter of style, but I tend to be fastidious with regard to comma punctuation.