Place coconut milk, honey and vanilla bean in a medium saucepan. Bring to a simmer. Remove from heat and let steep for 30 minutes. Remove vanilla bean. Place coconut mixture back on the stove over medium heat. Whisk egg yolks in a small bowl. Carefully ladle some of the warm coconut mixture into the egg yolks while whisking constantly (be careful, you don’t want scrambled egg yolks). While whisking, slowly pour egg yolk mixture into coconut milk mixture. Continue to cook, whisking constantly, until mixture becomes thick and will coat the back of a spoon. Remove from heat and add vanilla extract. Chill the mixture in the refrigerator, at least 3 hours. Freeze according to ice cream maker instructions.