In a heavy saucepan, bring the milk, heavy cream, star anise, and vanilla bean to a simmer for a few minutes. Turn off, and allow to steep for 10 minutes.
Whisk the egg yolks, sugar, and salt together, long enough to dissolve the sugar.
Temper hot liquid into egg mixture. Return all back into saucepan. Over low heat stirring all the while until mixture starts to thicken, strain through chinois. Chill immediately over ice bath.
Churn in a standard ice cream machine.