Canneles, were first made by French Nuns in the 14th century, these small sweet cakes take their name from the baking mold that is used (canneles means fluted). See Williams Sonoma
In a small saucepan over medium heat, warm the milk. Using the back of a knife, scrape the seeds from the vanilla beans and add the seeds and beans to the milk. Bring just to a boil, then immediately remove from the heat. Cover and let cool for 20 minutes. Strain the milk into a bowl.
In a large bowl, whisk together the eggs and egg yolks. Whisk in the sugar. Add the rum, butter, flour and the cooled milk and whisk until smooth. Cover and refrigerate for at least 24 hours or up to 4 days.
Preheat the oven to 400 degrees. Generously butter an 18 well silicone cannele mold and place on a baking sheet.
Whisk the batter until it is completely smooth. Fill each well 3/4 full of batter. Bake until the canneles are dark brown and puffed, 40 to 45 minutes.
Immediately invert the mold onto a wire rack and remove the canneles, using a toothpick to gently loosen them if necessary. Let the mold and baking sheet cool completely before continuing with second batch.
Makes about 50 to 60 canneles.