To make the custard: Place 4 (6-ounce to 1 cup) ramekins on a baking pan. Place a saucepan on the burner. Add the cream, sugar, and the vanilla bean. Scrape the little seeds out of one half, and add them to the pot. Bring it to 'scald' (just before it begins to boil), but watch it because it can burn. Pull off the heat. Whisk the egg yolks in a medium bowl until well blended. Gradually, whisk the hot cream mixture into the yolks. Divide the custard evenly among the ramekins. Place the baking pan in the oven, and add some hot tap water into the pan to come partially up the sides of the ramekins.
Bake until just set, for about 30 minutes. Remove from the oven and let cool to room temperature. Refrigerate until the custards are well set, about 2 to 3 hours.
In a medium pan, heat the canola oil. Pop in the pineapple and let it cook until browned on the edges, then dust with brown sugar to caramelize. Bring to a sizzle allowing the fruit to get nicely coated and slightly brown on the edges. Turn off the heat. Add a good shot of rum (if you do it while the burner is on, you may well need those firemen to put out the blaze!). Turn the heat on and let it 'flambe'. Add a generous bit of butter to build sheen and thicken this caramel sauce.