Combine egg yolks, coconut milk, sugar, and salt in a blender and process until smooth.
Pour mixture into a medium sauce pan, and heat over medium low just until steamy. DO NOT BOIL.
Slice vanilla bean down the middle, and scrape the inside into the hot coconut milk mixture. Whisk to combine. (I also put the vanilla bean pod in and fish them out before I put the ice cream mixture into the ice cream maker.)
Continue to cook until the mixture has thickened to the consistency of a thin custard.
Remove from heat and whisk in the vodka. (This keeps the ice cream from getting too hard in the freezer. For alternative preparation, see note below.)
Refrigerate mixture about 2 hours, or until completely cold.
Pour mixture into ice cream freezer and prepare according to manufacturer’s directions.