In a medium saucepan, warm the milk over medium heat until it just starts to bubble around the edge (no need to bring it to a boil). Remove from the heat and reserve.
In the bowl of a stand mixer, or in a large mixing bowl if you’re using a hand mixer, beat the egg yolks and sugar together until the mixture is thick and creamy (about 2 minutes at medium speed). With the mixer on low speed, slowly pour in one ladleful of the hot milk into the egg mixture. Slowly pour in the rest of the mixture and beat until the milk is well incorporated.
Pour the milk and egg mixture back into the saucepan, add the vanilla bean, and place over medium-low heat and cook, stirring constantly, until the custard coats the back of a wooden spoon.
Remove from the heat. Let cool to room temperature, then refrigerate for a few hours, or preferably overnight to infuse the custard with a deeper vanilla flavor.
Fish the vanilla bean out of the custard, then pour the custard through a fine mesh strainer into the bowl of an ice cream maker (straining the mixture will ensure a silky smooth gelato). Freeze according to the manufacturer’s instructions. Stop the machine when the gelato is icy but still soft.