Preheat your oven to 200ºF (93ºC).
In a heavy bottom pot over medium heat, combine the milk, vanilla (both the seeds and the pod), and sugar. Bring it all to a boil.
Then, in a separate bowl, add in your egg yolk and gently whip it until it reaches a smooth consistency.
Once the milk has begun to boil, strain it to remove the vanilla pod, into your egg yolks and mix until combined.
Add the heavy cream.
Using an immersion blender, blend the custard to create an extra smooth consistency, about 15 seconds. Be sure not to allow a lot of air into the custard while it is blending.
Fill your baking containers or ramekins ¾ of the way with custard. PRO TIP: It will be easier to place the containers on a sheet tray before filling them, and then move the entire sheet tray to the oven. I used a silicone mat as well to avoid the bowl sliding.
Then, tightly cover each container or ramekin with plastic wrap. Poke a few holes in the plastic wrap to allow some airflow.
Carefully move your custard to the middle rack in the preheated oven.
Bake for about 1 hour and 25 minutes. I'm baking mine in large glass bowls that serve 2 people each, but you can also use ramekins. Baking time may vary. Once your custard has somewhat solidified around the perimeter of the ramekin and has a slight jiggle in the center, it is finished baking.
If your custard appears to be mostly liquid, allow it to bake longer adding 10 minutes at a time until it reaches the desired consistency.
Once the ramekins have been removed from the oven, allow them to cool for about 20 minutes. Then, place them in the fridge until they are completely cool.