In a food processor or blender grind vanilla bean with sugar until mixture is combined well. In a metal bowl with an electric mixer beat egg yolks, milk and vanilla sugar. Set bowl over a pan of simmering water and beat for 8 to 10 minutes, or until thick and doubled in volume. Remove bowl from heat and set it in a bowl of ice water. Beat until cold. Add cream and beat until thickened and almost double in volume. Transfer to an ice cream freezer and freeze according to directions.