In a saucepan, combine the cream, milk, and vanilla, cook over low heat until it is just heated and remove from the heat. In a double boiler, melt the white chocolate, stirring until smooth. In a bowl, beat the egg with the sugar until the mixture is frothy. Stir the cream mixture into the white chocolate and stir the mixture into the egg mixture. Strain through a fine sieve into a bowl and freeze in an ice-cream maker.