1.Preheat your oven to 250°C (482°F).
2.In a saucepan, combine milk, butter, and vanilla bean (split and scraped). Heat until the butter is melted and the mixture is warm.
3.In a mixing bowl, whisk together eggs and sugar until pale. Then, gradually add the flour.
4.Strain the milk mixture and slowly add it to the egg-sugar-flour mixture, mixing continuously. Finally, add the rum.
5.Let the batter rest in the fridge for at least 24 hours.
6.Butter the copper molds generously, then fill them with the batter.
7.Bake at 250°C (482°F) for 10 minutes, then reduce the temperature to 190°C (374°F) and bake for an additional 50 minutes.
8.Remove from the oven, let cool slightly, and then remove from the molds. Enjoy your cannelés!