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Scrape the vanilla bean seeds into the milk in a heavy saucepan.
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Add the vanilla bean pod and the sugar and heat until the milk is warm but not simmering.
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Meanwhile, prepare an ice bath--a bowl partially filled with ice, with another bowl nested inside it.
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Lightly whisk together the egg yolks in a separate bowl, then gradually add some of the warmed milk, whisking constantly.
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Pour the mixture back into the saucepan.
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Cook over low to moderate heat, stirring constantly with a heatproof spatula, always scraping the bottom, until the custard thickens enough to coat the spatula.
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Immediately strain the cooked custard through a fine sieve into the bowl set in the ice.
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Stir the creme anglaise with a clean spatula to cool it down.
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Cover and refrigerate until ready to serve.
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Crème anglaise will keep in the refrigerator for up to three days.