Heat the oven to 200C/180C fan/gas 6. Split the vanilla pod, scrape out and reserve the seeds, and put the pod on a baking tray. Roast until dried and brittle, about 15 mins, remove from the oven and leave to cool.
Pour the honey into a saucepan and gently heat until it starts to caramelise. Pour in the cream and reserved vanilla seeds, return to the boil and whisk to dissolve the honey. Remove from the heat and set aside to infuse for 20 mins. Crush the roasted vanilla pod into a fine powder using a pestle and mortar, then stir through the honey mixture.
Return the mixture to the heat and bring to the boil. Whisk, then remove from the heat and gradually pour the mixture over the egg, whisking constantly. Return the mixture to the pan and cook over a low heat, stirring constantly, until it reaches 86C on a cooking thermometer or has thickened to a smooth custard. Pass the custard through a fine sieve and leave to cool slightly. Pour into a blender and blitz for 30 seconds or until smooth. Strain into a small dish, then put in the fridge to chill overnight.
Sprinkle over the sugar and caramelise with a kitchen blowtorch, then serve with the shortbread on the side.