There's just not enough oil in the bean to affect your head retention, and when you soak vanilla beans in alcohol to make extract you're dissolving the oil in the extract as well (that's where the vanilla flavor is), but I would add your extract at bottling. Pull a sample of a known volume and add vanilla dropwise until you have the flavor you want. Then scale up appropriately.
I can't be arsed to keep up this list of what's in the fermenters, but hey, check out the cool brewery I own!
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