Caramelize sugar with water in a saucepan over medium heat for 5 min. Bring milk, sliced vanilla bean and powdered sugar to a boil in a saucepan. Remove vanilla bean. Pour milk into caramel mixture. Stir to combine. Eggs. Mix egg yolks and rum in a baking bowl. gradually add to saucepan as well, stirring.
Heat in bain-marie, beating continuously, until creamy. Pour into a porcelain bowl and set aside to cool. Sprinkle with sugar and pour rum over before serving. Light and bring to table while still burning.
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