Cut the vanilla bean in half, then cut it down the middle lengthwise to expose the inside seeds. Using the back of the knife, run it along the inside of the bean to scrape off the seeds. Add them to a small saucepan along with the empty pod.
Pour the heavy cream and milk into the pot with the vanilla. Place it over medium-low heat, and stir to combine. Bring to a simmer, stirring occasionally.
While the liquid is coming to a simmer, whisk the egg yolks, sugar, and salt together in a large bowl until they become pale yellow in color, and the mixture starts to thicken.
Once the liquid comes to a simmer, take it off the heat and discard the vanilla pods.
Take a ladle and very slowly stream the hot liquid into the bowl with the egg yolks, whisking constantly and fast. Continue doing this until all of the liquid is added to the bowl.
Pour the mixture back into the pot and place over medium-low heat. Stir constantly with a wooden spoon until the mixture thickens. It will coat the back of a spoon. When you (carefully!) run your finger across the back of the spoon, the liquid will stay put and not run.
Take off the heat and strain the mixture through a fine mesh strainer into a bowl. Allow it to come to room temperature, then cover with plastic wrap, and place in the refrigerator to chill until ready to use.