1. Heat oven to 300 degrees. Place an oven rack one-third of the way up from the bottom. Choose a small roasting pan large enough to hold four 6-ounce custard cups, and fill it with enough water to go halfway up the sides of cups. Place pan without cups in the oven. Meanwhile, combine cream, milk, and vanilla bean in a medium saucepan; bring to boil.

2. Whisk together the yolks and sugar in a medium bowl until light and fluffy. Slowly whisk in the hot milk until completely combined, then pour into custard cups, and place them in the pan of hot water. Bake on the lower shelf until the custard has set and is no longer liquid when lightly touched in the center, 30 to 40 minutes. Remove pan from the oven, remove custard cups from the water, and place on a wire rack to cool. Serve at room temperature or chilled.