Rehydrate the gelatine in cold water.
In a saucepan, bring the milk to the boil with the vanilla pod, split and scraped to infuse.
Meanwhile, in a bowl, whisk the egg yolks with the sugar until pale and frothy.
Gently pour the hot milk over the blanched yolks, stirring constantly, then pour back into the saucepan.
Cook over low heat, stirring constantly, until it reaches 83°C (as for a custard). Remove from the heat and stir in the gelatine to dissolve.
Let the mixture cool to around 30°C.
Meanwhile, whip the cream until stiff.
Gently fold the whipped cream into the cooled custard, in batches, to create a light, creamy bavaroise.