Prepare an ice water bath and set a stainless steel bowl in it. In a saucepan, simmer the milk with the vanilla bean and seeds. In a bowl, whisk the yolks and sugar. Slowly whisk in half of the hot milk. Pour back into the saucepan and cook over moderate heat, whisking until thickened, about 6 minutes. Strain the custard into the bowl in the ice water bath and stir in the heavy cream; chill.