In the top of a double boiler, combine whipping cream, milk, and vanilla bean. Set pan directly over medium heat and stir frequently until bubbles form at rim, about 2 1/2 minutes. Lift out vanilla bean and, with a knife, scrape tiny black seeds free and add to hot cream mixture.
In a bowl, mix yolks with sugar to blend.
Whisk about 1/3 of the hot cream mixture into bowl, then return egg mixture to pan.
Set pan over barely simmering water and stir until custard coats the back of a metal spoon in a velvety layer, 3 to 4 minutes.
Remove sauce from heat and serve. Or nest pan in ice water, stir to cool custard quickly, about 3 minutes, and serve cold.
