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Heat the milk using a milk frother or steam wand. Alternatively, warm on the hob until just steaming (don't boil) and use a hand frother – you want to aim for a temperature between 60C-70C.
Pour the espresso into a coffee cup or mug, then stir through the vanilla and up to 1 tbsp caramel sauce, depending on your tastes. Pour over the milk, then drizzle over caramel sauce in a criss-cross pattern before serving.