1. In a small saucepan, add the heavy cream. Place the saucepan over heat and warm until it steams, but do not let it boil. Add the vanilla extract, stir, and let it infuse for 10 minutes to absorb the aromas. Alternatively, cut a vanilla bean, scrape out the seeds, and add both the bean and seeds to the simmering cream. After 10 minutes, remove them from the cream.
2. Meanwhile, in a bowl (not a mixer, as we don't want them to become too fluffy), combine the egg yolks with the sugar and salt. Whisk gently with a whisk until the sugar dissolves and incorporates with the yolks.
Gradually pour the warm cream into the egg yolk mixture, stirring continuously with a whisk to prevent it from curdling. Be careful not to create bubbles in the mixture.