Preheat your oven to 300°F and bring a kettle of water to a boil. In a small saucepan, heat the heavy cream with the vanilla extract over medium-low heat until small bubbles form along the edge (do not let it boil). Remove from heat.

Slowly pour a little of the warm cream into the egg mixture while whisking continuously to temper the eggs. Then gradually add the rest of the cream. For a silky texture, strain the mixture through a fine mesh sieve into 4 individual ramekins.

Set the ramekins in a large baking pan. Pour enough boiling water into the pan so that it reaches about halfway up the sides of the ramekins. Bake in the preheated oven for about 35 minutes, or until the custards are set around the edges but still have a slight wobble in the center. Remove carefully from the water bath and let cool on a rack. Then refrigerate for at least 4 hours or overnight.