In a small saucepan, combine milk and vanilla bean and its scrapings. Bring milk to the scalding point over medium-high heat, then remove pan from heat and add 3 tablespoons of butter. Set aside to cool to lukewarm.
In a large bowl, whisk together sugar and flour. In a separate small bowl, whisk together egg yolk, eggs, and rum. Whisk the egg mixture into the sugar-and-flour mixture, then whisk in the milk mixture. Strain into a container; cover and refrigerate for at least 12 hours and up to overnight.
To prepare the molds for baking, melt beeswax in a small saucepan over low heat. Add the remaining 12 tablespoons butter, and stir until butter is melted. Remove mixture from heat. Using a narrow pastry brush, carefully coat the inside of eighteen 2-by-1-inch cannele molds. If the wax mixture starts to set up or thicken, return it to the heat for a moment until it thins.
Remove batter from the refrigerator at least 1 hour before baking it. Preheat oven to 425 degrees. Place waxed cannele molds on a parchment paper?lined rimmed baking sheet to prevent any wax and butter that melts from the molds from dripping onto the bottom of your oven and creating a fire hazard. Fill molds three-quarters full with batter, whisking batter frequently and well to ensure that the sugar and flour remain evenly distributed.
Bake until the surfaces of the canneles are dark brown, about 50 to 55 minutes. Remove from oven, being careful not to spill any of the hot wax on yourself. Using tongs, pick up each mold and tap it upside down to remove cannele. After a few taps, it may be necessary to use a paring knife to loosen from the mold. Serve warm.