Finely chop the chilli peppers, halved lengthways, put in a saucepan with the oil, heat over a very low heat for 10 minutes. Take the pot off the stove and let it cool down.
Add the cayenne pepper and vanilla pod. Cover and let stand for 1 day. Strain the oil and pour it into a sterile container.
Tastes great on roasted baguette and is also very suitable for searing beef, prawns and lamb.