Bring the milk to a boil with the scraped vanilla seeds. Cover and leave to cool.
Mix the flour and sugar in a bowl and pour in the cooled milk. Add the egg yolks and mix with a spatula. Add the dark rum. Sieve and set aside in the fridge for 12 to 24 hours.
The next day, take the mixture out of the fridge 1 hour before baking. Grease the cups of the Le Creuset Cannelé Tray liberally with butter, then pour the mixture in ¾ of the way full.
Preheat the oven to 240°C/220°C fan/gas mark 8.
Bake for 10 minutes at 240°C/220°C fan/gas mark 8 and then bake for 60 minutes at 180°C/160°C fan/gas mark 4.
Check the colour of the cannelés at the end of the baking time. If they are still light in colour, bake for a further 5 minutes.
Leave the cannelés to cool in the tin. Once cooled, remove, and enjoy.
The dough should not be whipped, or else the cannelés will overflow when cooked.