Set a medium bowl inside a bowl of ice water. In another medium bowl, whisk the egg yolks. Gradually whisk in the hot liquid, discarding the vanilla bean. Return the mixture to the saucepan and cook over moderate heat, stirring constantly with a wooden spoon, until the sauce is thick enough to coat the back of the spoon, about 6 minutes. Scrape the crème anglaise into the ice bath. Stir until cooled.