Cut the vanilla pod lengthwise and scrape out the pulp. Bring milk, cream, sugar, 1 pinch of salt, orange peel, vanilla pulp and pod to the boil while stirring.
Remove vanilla pod and orange peel. Mix the egg yolks in a metal bowl. First stir in hot vanilla cream in a thin stream, then heat the vanilla egg cream in a hot water bath to approx. 80 °C while stirring until the sauce thickens slightly.
Pour the sauce through a sieve. Pour into bottles with twist-off lids and close well. Keeps cool for about 3 days.