Whisk egg yolks together in a small bowl and set aside.
In a medium saucepan mix together the milk, sugar, corn starch, and salt. Put pan on the burned on medium to low heat. Mix well and stir often until the mixture begins to boil and thicken. It'll take about 5-7 minutes. Reduce heat to low and stir constantly for another 1-2 minutes.
Remove from heat.
Begin whisking the eggs in the small bowl and slowly add in some of the thickened milk mixture. Whisking as it is added to the eggs prevent the eggs from cooking. Repeat several times until the eggs have tempered. Then whisk the milk mixture as you slowly pour in the egg mixture. Whisking continuously to prevent the eggs from cooking. This will create a very smooth and creamy pudding without pieces of cooked egg in it.
Put the pudding back on the stove on low heat and cook until it begins to boil stirring constantly. Remove from heat.
Add in the butter, vanilla, and the vanilla bean. Mix it well.
Cool for a bit then cover the pudding with plastic wrap. Place the plastic wrap directly on top of the pudding. They should be touching. This will prevent a film from forming on top of the pudding.
Chill in the refrigerator. It will continue to thicken. It should be chilled before filling your dessert.
Store any unused pudding in the refrigerator.