Rinse apples, cut into quarters, and remove seeds. Peel off skin and cut apples into pieces. Add cranberry nectar in a pot. Add apple slices. Cut vanilla bean lengthwise, scrape out seeds, and add vanilla bean and seeds into pot. Add cinnamon and sugar. Slowly bring it to a boil and let it simmer gently for 4-6 minutes. Whisk cornstarch with some cold water and stir it into the juice. Add cranberries and bring it to a boil again while stirring. Let cranberry porridge cool off.
For the vanilla sauce, mix 1/2 cup milk with cornstarch. Pour remaining milk into a pot. Cut vanilla bean lengthwise, scrape out the seeds, and add vanilla bean and seeds to the pot. Let it simmer gently for 3-5 minutes. Remove vanilla bean. Stir in sugar and mixed cornstarch and bring it to a boil again while stirring. Beat egg yolks with some of the vanilla sauce and whisk it into the vanilla sauce. Let it cool.
Serve cranberry compote with vanilla sauce.