Set up a double boiler and bring the water in the bottom pot to a low boil. If you do not have a double boiler, place a metal or glass bowl over a saucepan. The bowl should not touch the bottom of the pan or the water in it and must fit securely so steam does not escape.
Pour the milk into the top of the double boiler, scrape the seeds from the vanilla bean and add to the milk. Heat the milk until it is hot to the touch and just bubbling. Do not boil.
Meanwhile, beat the eggs in a large bowl with an electric mixer until thoroughly combined. Add the sugar and beat until light and the sugar has dissolved. Slowly add ½ cup of the hot milk into the eggs and beat thoroughly. Repeat with another ½ cup milk. Pour the egg mixture into the milk in the pan and whisk to combine. Continue whisking as the milk cooks. Cook until the custard lightly coats the back of a metal spoon, and when you run your finger through the custard on the spoon it leaves a gap.
While the custard is cooking, wash and dry the bowl and place a wire mesh sieve over it. When the custard is ready, pour it immediately through the sieve. Leave it to cool for a few minutes, then place a piece of plastic wrap directly over the surface of the custard. This will prevent a skin from forming.
Refrigerate the custard until cold, then pour into a pitcher. If the custard is too thick, whisk in about ½ cup heavy cream.