How to Make It
In a small saucepan, combine the milk with 1 tablespoon of the sugar, the salt and vanilla bean and seeds. Cook over low heat, stirring constantly, until the sugar is dissolved, 2 to 3 minutes. Remove from the heat and let cool to room temperature. Discard the vanilla bean.
In the bowl of a stand mixer fitted with the paddle, stir the yeast with the remaining 1/2 teaspoon of sugar and the water. Let stand until small bubbles appear, about 10 minutes. At low speed, mix in one-third of the flour. Mix in the milk until just incorporated, then mix in the remaining two-thirds of the flour until just a few white streaks remain. Add the eggs and beat at medium-high speed for 5 minutes. Scatter the cubed butter over the dough. Cover the bowl with a clean tea towel and let the dough rise at room temperature until doubled in bulk, about 1 hour.
Butter four 1/2-cup baba molds or muffin cups. Beat the dough at medium speed until the butter is fully incorporated and the dough is smooth and silky, 5 minutes. With moistened hands, fill the prepared baba molds halfway with dough, about 1/3 cup per mold. Set the molds in a warm place and let the dough rise until it reaches the top of the molds, about 1 hour.
Preheat the oven to 350°. Bake the babas until puffed and golden brown, about 20 minutes. Immediately turn out onto a rack and let cool slightly.
In a small saucepan, combine the water with the sugar and cook over moderate heat, stirring occasionally, until the sugar has dissolved. Remove from the heat and stir in the rum; keep warm.
Using a very sharp knife, peel the grapefruit, blood orange and navel orange, removing all of the bitter white pith. Thinly slice the citrus fruits crosswise, discarding any seeds. In a medium bowl, toss the sliced citrus with 1/2 cup of the rum syrup.
In a medium bowl, beat the cream with the sugar and vanilla until soft peaks form. Refrigerate until ready to serve.
Using a skewer or fork, prick the babas all over. Dip each baba in the warm rum syrup; squeeze the baba gently so it absorbs the syrup. Set the babas on a platter and let rest for 5 minutes. Dip each baba in the syrup a second time. Cut the warm babas in half lengthwise and transfer to plates. Drizzle with the remaining rum syrup and serve with the citrus salad and whipped cream. Garnish with lime wheels and grapefruit zest, if desired.