Cut the vanilla pod lengthwise and scrape out the pulp. Beat the egg yolks, vanilla pulp and icing sugar with the whisk of a hand mixer or a food processor at highest speed for at least 10 minutes until creamy.
Add cream and beat for another 7-8 minutes.
Add rum and stir again for about 3 minutes.
Fill egg liqueur into small clean bottles, close them tightly and store in the refrigerator. Keeps refrigerated for at least 3 weeks.