Make an ice-water bath: Fill a large bowl with cold water and ice; set aside. In a medium bowl, whisk together egg yolks and sugar until lightened in color, about 2 minutes. Place milk, heavy cream, and vanilla bean and seed scrapings in a medium saucepan over medium heat. Bring to a simmer; reduce heat to low. Whisk about 1/3 cup of the milk mixture into the egg-yolk mixture to temper it. Return this mixture to the saucepan.
Fill a large bowl or the sink with ice and water. Cook creme anglaise over medium heat, stirring constantly with a wooden spoon, until the mixture thickens to the consistency of heavy cream. Discard vanilla bean, and strain the creme anglaise into a medium metal bowl. Place the bowl over the ice bath to chill until ready to serve. Store in an airtight plastic container, refrigerated, up to 4 days.