Place whiskey and vanilla bean in a microwave-safe bowl. Microwave at HIGH 30 seconds. Cover bowl with plastic wrap; let stand up to 4 days. Strain mixture through a sieve into a bowl; discard bean.
Combine infused whiskey, sugar, and remaining ingredients in the top of a double boiler. Cook over simmering water until thick and mixture reaches 160° (about 6 minutes), stirring constantly with a whisk. Remove from heat; place top of double boiler in a large ice-filled bowl, stirring whiskey mixture to cool (about 5 minutes). Serve with Steamed Butternut Squash Pudding.