Preheat the oven to 325°F (163°C).

In a saucepan, heat the heavy cream, whole milk, and sugar over medium heat until the sugar dissolves and the mixture is hot.

Split the vanilla bean lengthwise and scrape the seeds into the cream mixture; add the bean pod as well.

Whisk the egg yolks in a bowl and gradually temper them by adding a small amount of the hot cream mixture, stirring constantly.

Pour the tempered egg yolk mixture back into the saucepan with the cream mixture, and stir gently until combined.

Remove the vanilla bean pod and strain the mixture through a fine-mesh sieve into a measuring jug.

Prepare four ramekins and place them in a baking dish; pour the custard mixture into the ramekins.

Pour hot water into the baking dish until it reaches halfway up the sides of the ramekins.

Bake for about 55 minutes, until the custards are set but still slightly jiggly in the center.

Remove the ramekins from the water bath and let them cool at room temperature, then refrigerate until fully chilled.