1For the vanilla custard: Place the milk in a small saucepan. Scrape the seeds from the halved vanilla bean and add them to the milk along with the pod. Bring to a simmer over medium heat, then set aside to steep for 5 minutes.
2In a small bowl, whisk together the egg yolks and sugar until the mixture is smooth, thick, and pale. Gradually whisk in half of the milk mixture to warm the yolks, then whisk in the remaining milk. Return the mixture to the saucepan and cook over medium heat, stirring constantly with a wooden spoon, until the custard thickens and coats the spoon, 1 to 2 minutes. Do not allow it to boil or it will curdle. Strain through a fine sieve into a bowl set in an ice-water bath, then refrigerate. You can make the custard up to 1 day ahead.