Melt the white and dark chocolate in separate bowls. With your finger dab the inside of the pyramid moulds with some white chocolate and allow to cool. Next do the same with the dark chocolate this time making sure you have coated the inside of the moulds fully. Transfer to the fridge.
Split the vanilla pod and put in a pot with 200mls of cream. Heat to just before boiling point. Take off the heat and stand for 30 minutes to infuse. Whisk the egg yolks and sugar together until smooth. Remove the vanilla pod from the cream and heat again. Add a little hot cream to the eggs and whisk in. Pour the egg mixture slowly into the pot of hot cream whisking gently all the time. DO NOT LET THE CREAM BOIL, as this will make the eggs separate and ruin the sauce. When the cream coats the back of a spoon its ready. Strain through a sieve.
Whisk warm chocolate into the crème anglaise and allow to cool down. Whisk the remaining cream until stiff. Fold into the mixture and now pour into the moulds. Transfer to the freezer and remove about ten minutes before serving.