Toast the pecans in a dry skillet over medium heat until lightly golden brown. Let them cool, then finely chop or grind them.
Pour the milk and heavy cream into a medium saucepan, then add the vanilla extract and the finely ground pecans. Slowly heat over medium heat until steaming, but do not boil!
In another bowl, combine the sugar and egg yolks. Whisk together until lighter in color and creamy.
Add a ladleful of the warm milk to the egg mixture while whisking constantly to temper the eggs. This helps prevent the eggs from curdling.
Pour the tempered egg mixture back into the saucepan with the remaining milk. Cook over low heat, stirring constantly, until the cream thickens and coats the back of a spoon (about 5-7 minutes). Do not let it boil!
Strain the mixture through a fine-mesh sieve to remove any larger pecan pieces and thicker parts. Let it cool completely at room temperature, then refrigerate for at least 4 hours to allow the flavors to meld.
If you have an ice cream maker, pour the mixture into it and prepare the ice cream according to the manufacturer's instructions. If not, place the mixture in a deep bowl in the freezer and whisk it with a fork every half hour to keep it creamy.
Before serving, let the ice cream rest at room temperature for a few minutes to make it easier to scoop. You can garnish it with coarsely chopped pecans or a drizzle of maple syrup.
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