In a bowl, whisk together the egg yolks and sugar until very well incorporated.
In a small pot, heat the coconut milk, heavy cream and vanilla bean on low-moderate heat for about 5 minutes. Don't allow to boil.
Next, slowly (very slowly!) drizzle the hot cream mixture into the egg yolks while whisking at the same time. Do this very gradually and slowly so you don't risk cooking the eggs. Continue to whisk until everything is incorporated. Place the mixture back into the small pot and continue to cook on low until it gets thick. You want to see it coat the back of a wooden spoon, about 5-8 minutes.
Pour creme through a fine sieve and into another bowl. Place bowl into an ice bath to cool it down and stop its cooking.
To serve, drizzle anglaise over bread pudding.