For vanilla sauce, Place milk, cream and vanilla bean in a saucepan, and bring to the boil and gently simmer for a minute. Place egg yolks and sugar in a bowl and whisk until thick and pale, then gradually whisk in hot cream mixture. Return mixture to same pan and stir continuously over low heat until mixture thickens enough to coat the back of a wooden spoon and reaches 83°C on a thermometer. Do not boil. Remove from heat and strain through a fine sieve, cool then refrigerate until chilled.
Preheat oven on dough proving setting. In a bowl combine yeast, 25gm sugar and lukewarm milk. Set aside for 5-10 minutes or until bubbly. Melt 40 gm butter and add to bowl, along with flour, salt and egg and knead together until smooth. Cover with a tea towel and place into oven until doubled in size. Add apple and knead through. Divide dough into 8 and shape into balls. Grease a steam tray and place balls onto tray. Return to oven and allow to double in size.
Heat oven on high steam setting. Add dumplings and steam for 15 minutes or until they spring back when gently pressed. Serve warm with vanilla sauce and scattered with toasted walnuts.