Special equipment: 3- to -4 quart trifle dish
Split the vanilla bean in half lengthwise and scrape out the seeds with a small, sharp knife. Put the seeds and the vanilla pod in a medium heavy-bottomed saucepan. Add the milk and heat over medium until hot, but not boiling. Whisk the sugar, cornstarch, egg yolks and 1/2 teaspoon salt together in a medium bowl. Whisk the hot milk into the egg mixture in a slow stream, whisking constantly, then pour the custard back into the saucepan. Cook, over medium-low heat, stirring constantly, until the custard has thickened and just begins to simmer, 5 to 7 minutes. Strain through a fine-mesh sieve into a clean bowl and stir in the butter. Cover the surface of the custard with parchment or plastic wrap and refrigerate until cold, 2 to 3 hours.
For the cranberry compote: Combine the cranberries, juice, sugar, cinnamon stick and a pinch of salt in a medium heavy-bottomed saucepan and bring to a boil and cook stirring occasionally, until all the berries have popped and the compote is slightly thickened, about 12 minutes. Remove the cinnamon stick. Cool the compote slightly, then carefully puree in a blender until smooth. Transfer the puree to a bowl and chill until cold, about 2 hours.
Heat the brandy, sugar and 2 tablespoons water in a small saucepan over medium heat, stirring, until the sugar dissolves. Remove from heat.
Assemble the pound cake: Trim all the crusts from the pound cakes, then slice them lengthwise into long, 1/2-inch-wide slices. Brush the brandy syrup on both sides of the pound cake slices. Spread about 3/4 cup of the vanilla cream on the bottom of a 3- to 4-quart trifle dish. Arrange 1 layer of pound cake slices on top of the vanilla cream, breaking the pound cake in pieces to fit into 1 layer. Gently spread 1/2 the cranberry compote over the cake layer. Spread 1/2 the remaining vanilla cream over the compote layer, then top with another layer of pound cake slices. Spread the remaining compote over the pound cake layer and top with the remaining vanilla cream. Top with a final layer of pound cake. Refrigerate the trifle until cold, at least 4 hours, or up to overnight.
Just before serving: Whip the heavy cream with the confectioners' sugar until soft peaks form. Top the trifle with the whipped cream, and garnish with clementine segments if using.
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When blending hot liquid, first let it cool for 5 minutes or so, then transfer it to a blender, filling only halfway. Put the lid on, leaving one corner open. Cover the lid with a kitchen towel to catch splatters and pulse until smooth.