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DAY ONE: Preheat oven to 325°F.
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Stir sugar and corn starch together in a baking dish. Add cranberries and orange liqueur. Cover and bake for 1 hour. Cool, then refrigerate.
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DAY TWO: Stir sugar and cornstarch together in a double boiler. Slice vanilla bean in half lengthwise, scrape out seeds; add seeds and bean to double boiler.
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Stir in milk, cream and salt. Heat double boiler and cook pudding, stirring.
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Cook until quite thick.
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Stir a little of the pudding into the egg yolks, then stir in a little more pudding and add to the double boiler. Cook a little longer to thicken pudding. Cool and refrigerate.
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DAY THREE: Cook pie shell per package directions. Cool.
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Stir cranberries to break up jelly. Stir into pudding and pour mixture into the pie shell. You will have some filling left over. Refrigerate until serving.