Pour the whipping cream into a saucepan and slowly bring to a boil.
In a bowl, whisk together the egg yolks and sugar. Halve the vanilla pod, scrape out the seeds and stir into the egg mixture.
When the cream comes to a boil, pour it into the egg mixture in a thin stream, stirring well. Be careful not to overcook the egg yolks.
Pour the mixture back into the saucepan and add the vanilla pod. Do not bring the mixture to a boil, but continue to stir until the mixture is sufficiently thickened.
Keep in mind that the sauce will continue to thicken as it cools. I did a simple trick to see if it was ready: Dip the spatula into the sauce, hold it horizontally, and draw a line across the spatula with your finger. If the sauce doesn't run back to where you drew the line, it's good. Simply remove the vanilla pod from the sauce.
Tips
While cooling, cover with foil to prevent it from forming a skin.
How to store
Cover and refrigerate for up to 1 week. You can also reheat it in a saucepan if you want to serve it hot.