In a bowl, beat egg yolks to blend.
In a 3- to 4-quart pan over medium-high heat, combine milk, cream, sugar, and coffee beans; stir until sugar is dissolved and mixture is simmering. Remove from heat, cover, and let stand 30 minutes. Pour through a fine strainer into a bowl; discard coffee beans. Rinse pan, return milk mixture to it, and bring to a simmer over low heat.
Whisk 1/2 cup of the warm milk mixture into egg yolks; pour yolk mixture into pan. Stir constantly over low heat until mixture is thick enough to coat the back of a spoon, 4 to 6 minutes; do not boil.
Pour into a clean bowl and chill, stirring occasionally, until cold, about 2 hours; if desired, cover and chill up to 1 day.
Stir rum and vanilla into custard. Freeze mixture in a 1-quart or larger ice cream maker according to manufacturer's directions. Serve, or transfer ice cream to an airtight container and freeze until firm, at least 6 hours, or up to 1 week. Scoop into bowls and top with dulce de leche.
Dulce de Leche. In a heavy 5- to 6-quart pan over medium-high heat, stir 4 cups whole milk and 1 1/4 cups sugar until sugar is dissolved and mixture is boiling. Stir in 1/2 teaspoon baking soda. Reduce heat to low and simmer, stirring occasionally with a flexible spatula, until mixture is golden brown and reduced to about 2 cups, about 1 1/2 hours. Pour through a fine strainer into a bowl; discard residue. Makes 2 cups.