In a small heavy saucepan bring half and half just to a boil with vanilla bean and remove pan from heat. Scrape seeds from bean with a knife into half-and-half, reserving pod for another use if desired. In a bowl whisk together yolks, sugar and a pinch of salt and whisk in hot half-and- half in a stream. Return custard to pan and cook over moderately low heat, stirring constantly with a wooden spoon, until thickened (170 degrees on a candy thermometer), but do not let boil. Pour sauce through a fine sieve into a bowl and cool, stirring occasionally. Stir in rum. Chill sauce, covered, until very cold, at least 2 hours and up to 2 days.
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