Scald the milk with the vanilla bean and leave covered off the heat to infuse, about 30 minutes.
Just before making the custard, run a few inches of ice cold water into the sink, set a clean bowl into it with a strainer on top.
Stir the yolks and sugar together with a wooden spoon in a saucepan.
When the milk has infused, heat again, and pour gradually over the egg mixture, stirring constantly.
Set the saucepan on the stove over medium-high heat, and cook stirring until the foam disappears and the mixture thickens to coat a spoon.
Immediately pour the custard through the strainer into the bowl on ice and let cool.
Cover and refrigerate.
Keeps 48 hours refrigerated.