Step 1Pour the milk into a heavy-bottomed saucepan. Scrape the seeds from the vanilla bean into the milk and drop in the bean. Heat over medium heat until just simmering (do not boil), about 4 minutes. Remove from the heat, cover and let steep half an hour. Reheat the infused milk over medium heat until almost simmering, about 3 minutes.
Step 2Whisk together the egg yolks and sugar, then temper the mixture by pouring half of the hot milk into the egg-and-sugar mixture and whisking, then pouring this back into the rest of the hot milk.
Step 3Stir the mixture over low heat, stirring constantly, until the custard coats the back of a spoon, about 3 minutes. Be careful not to overcook, as it can curdle easily.
Step 4Strain the custard through a sieve into a bowl and immediately place it in an ice bath, stirring until it begins to cool. Keep the bowl in the ice bath until the custard is completely cool. Lay a piece of plastic wrap directly on the surface and refrigerate until needed.