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Make the brownie crust: Preheat oven to 325 degrees F.
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In small bowl, beat the eggs and vanilla, and set aside.
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Put the butter, sugar, cocoa powder and salt in a large metal bowl.
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Set the bowl over a pan of simmering water and stir until the butter is melted and the mixture is warm; remove the bowl from the pan.
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Whisking constantly, add the egg mixture and continue to whisk until thoroughly incorporated.
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Beat in the flour, then spread the batter evenly in a 9-inch round cake pan that is 2 inches deep.
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Bake for 15 minutes, then cool to room temperature.
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Leave the oven on.
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Make the pecan filling: In large bowl using an electric mixer, beat the sugar and corn syrup, until very smooth, about 3-4 minutes.
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Add the eggs and vanilla and beat until just combined.
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Add the butter and the whiskey, if using, and beat until just combined.
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Fold in the pecans, then pour the mixture into the baked and cooled brownie crust.
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Bake for 45 minutes, until firm in the center, then cool to room temperature on wire rack.
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Make the vanilla sauce: In small saucepan, combine the cream and milk.
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Scrape the vanilla bean and add the seeds and bean to the pan.
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Bring just to a simmer, then remove from the heat and let steep for 30 minutes.
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Remove the vanilla bean.
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In medium bowl, whisk the egg yolks and 1/4 cup of the sugar until smooth.
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Stir the remaining 1/4 cup sugar into the milk mixture and bring to a bare simmer.
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Whisk about 1/2 cup of the milk mixture into the egg mixture, then slowly pour the egg mixture into the saucepan and whisk to combine.
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Cook over low heat, stirring constantly, until thick enough to coat the back of the spoon; do not boil.
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Pour through a fine-mesh sieve set over a bowl, then set the bowl in a larger bowl of ice water and cool to room temperature.
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Serve slices of the pie drizzled with the sauce.