Split a vanilla bean in half lengthways. Scrape the seeds into a medium saucepan. Add the milk and vanilla bean pod. Bring to a simmer over high heat, stirring occasionally. Remove from heat and discard the pod.

Place egg yolks and sugar in a heatproof bowl. Use a wire balloon to whisk until the mixture is thick and pale. Gradually add milk mixture, stirring constantly until combined. Place the mixture in a clean saucepan. Place over low heat and cook, stirring; for 10 minutes until creamy. Remove from heat and stir in the brandy.

Strain the mixture in a large jug. Pour in glasses and dust with cinnamon.