Place milk and vanilla bean in a medium saucepan. Scald milk over medium-high heat. Remove from heat, cover, and let steep 10 to 15 minutes. Remove vanilla bean, and use a small knife to scrape along each half, removing small flecks of vanilla inside; transfer to milk. (Bean may be rinsed, dried, and tucked into sugar container to make vanilla-scented sugar.)
In a medium bowl, whisk egg yolks and sugar until thick and pale yellow, 3 to 4 minutes. Pour warm milk into eggs, whisking constantly. Pour mixture back into saucepan. Cook over low heat, stirring, until mixture has thickened and coats back of wooden spoon, 4 to 8 minutes. Strain if lumpy. Transfer to a bowl; cover with plastic touching cream to prevent skin from forming. Let cool.
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