DirectionsCombine the milk, coconut milk, and vanilla bean and seeds in a medium nonreactive saucepan and bring to a simmer over low heat.
Whisk the egg yolks, sugar, and cornstarch together in a large bowl.
Slowly whisk the warm milk into the egg mixture.
Then return the mixture to the pan, set it over medium heat, and bring to a boil.
Cook, whisking constantly, until thickened.
Scrape the mixture into a bowl, remove the vanilla bean, and whisk in the rum and vanilla extract.
Let cool to room temperature; then cover with plastic wrap and refrigerate until cold, at least 2 hours.