Step 1Heat the oven to 350 degrees. Place the hazelnuts on a cookie sheet and toast in the oven until fragrant and golden, watching so that they don't burn, about 10 minutes. With the back of a saute pan, break the nuts apart and set aside.
Step 2Pour the milk into a heavy-bottomed saucepan. Scrape the vanilla bean seeds into the milk, and drop in the bean. Add the hazelnuts. Heat until just simmering (do not boil), about 4 minutes, then 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 3Whisk 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 4Stir the mixture over low heat, stirring constantly, until the custard coats the back of a spoon, about 5 minutes.
Step 5Strain the custard through a sieve into a bowl (discard the hazelnuts) and immediately cool in an ice bath. Refrigerate, with a bit of plastic wrap over the top to prevent a skin forming, until needed.