Beat the yolks until pale. Add sugar and then beat in flour. Warm the milk with the vanilla bean. Remove vanilla bean. Bring milk to a boil and pour over egg mixture. Pour back into saucepan and cook slowly until thickened. Add vanilla essence if necessary. Pour into a rectangular tray with 1-inch sides and chill until firm.
Melt the butter and add flour. Cook roux for 1 minute and then add heated milk to form a smooth sauce. Flavor with salt, pepper and nutmeg. Cook very slowly 20 minutes.
Soak sweetbread and brains in cold water for 1 hour. Drain and place into fresh water to cover and add some lemon juice. Bring slowly to a boil. Remove from the heat and drain. Skin sweetbreads. Preheat deep fryer to 375 degrees F.
Cut sweetbreads and brains into bite size pieces. Cut chilled custard into 1-inch squares. Cut salami into 1/2-inch lengths. Dip sausage into sauce and chill.
Dip all ingredients into flour then egg and finally bread crumbs. Place into the deep fryer basket and allow to cook 4 minutes.