Slit the vanilla beans lengthwise, and scrape the seeds from them with a small knife. Put the seeds, vanilla pods, and milk in a saucepan, and bring them to a gentle simmer, and then turn off the heat and let sit for two minutes.
In a separate bowl, whisk sugar, eggs, and egg yolks. Add melted butter and whisk more until combined.
Remove the pods from the milk. Add 1/4 of the hot milk into the egg mixture and mix well. Add flour and continue mixing until combined. Then slowly add the remaining milk while continuing to mix until all ingredients are mixed well. Add rum and mix. This way, you will avoid lumps and will end up with the perfect consistency of the batter. (Note: this step is very important. Adding hot milk to the egg mixture will temper the eggs and create custard, which will ensure the perfect consistency of your caneles).
Refrigerate for 24 to 48 hours. This is non-negotiable. The texture and flavor improve dramatically by the second day and third day. So, 24 hour rest is mandatory. 48 hours if you want amazing canele. The batter may be kept in a fridge for up to 4 days. Each time you use the batter, stir it well and work it for at least 2 minutes with a whisk.
For a smooth, shiny surface that accentuates the dark brown color of the caneles coat the molds with a mix of 40 g beeswax and 60 g butter melted together. For this, melt the beeswax and butter together, quickly pour the mix into a mold, and then back into the original container. Turn upside down on a cooling rack with a paper towel underneath to catch drippings. Once cooled down, chill in a freezer or a refrigerator until ready to bake.
Preheat oven to 550F. Fill the molds with batter to 3/8 inch (1 cm) from the top. Place them on a foil-lined baking sheet and bake them at 550F for 10 minutes. Without opening the oven, drop the temperature to 375F and continue baking for another 45-50 minutes. Every oven is different, so your baking times may need to be adjusted.
Remove caneles from the oven. Quickly unmold them and place them on a cooling rack upside down. Caneles usually slide right out of their molds, but if they don't, turn the mold upside down and knock on a hard surface, such as a cutting board.
Let cool for 2 hours at room temperature. Caneles must be eaten on the day they are baked.