Step 1 Whisk the egg yolks in a medium bowl. Pour the heavy cream into another medium bowl. In a small saucepan, combine the half-and-half and sugar. Split the vanilla bean lengthwise, scrape out the seeds into the saucepan and add the bean. Heat the contents over medium heat just until steaming.
Step 2 When the mixture is warm, remove from the heat and whisk it into the egg yolks. Strain this mixture into the cold cream and mix well. Remove the vanilla bean from the strainer and squeeze all the seeds and liquid from it back into the custard mix, then discard the bean. Mix in the orange liqueur. The mixture can be refrigerated, tightly covered, for up to two days.
Step 3When ready to bake, heat the oven to 350 degrees. Pour the mixture into a 2 1/2 -cup custard mold, or into four (one-half-cup) custard cups. Place the mold or cups into a large, deep pan and pour in hot water until it reaches about halfway up the sides. Cover the top of the pan loosely with foil. Bake until the sides of the custards are set but the center is still soft when jiggled, about 50 minutes for the large mold and 25 to 30 minutes for the smaller cups.
Step 4Remove from the water bath and let cool. Serve warm, or cool in the refrigerator.