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Place a fine mesh sieve over a medium bowl; set aside.
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In a meadium saucepan (off heat), whisk together sugar, cornstarch, egg yolks, and salt. Gradually whisk in milk ( 1 Tablespoon at a time to start) until smooth. Split vanilla bean lengthwise and scrape out seeds with the tip of a paring knife: add seeds and pod to milk mixture.
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Cook over medium-high whisking occasionally, until the first bubbles appear on surface: continue to cook, whisking constantly, for 1 minute more. Pour pudding through prepared sieve into bowl; discard solids.
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Place plastic wrap directly on entire surface of pudding to keep skin from forming. Refrigerate until cold, at least 2 hours and up to 3 days. To serve, whisk just until smooth, and spoon into individual serving dishes.