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Pour the milk into a saucepan with the cinnamon sticks, citrus peels and vanilla. Bring to the boil over a medium heat and boil for 8-10 mins to infuse the milk.
Strain the milk through a sieve into a jug. Discard the aromatics and leave the infused milk to cool, then pour into a clean pan with the cocoa and cornmeal. Bring to a simmer over a low heat, whisking now and then until thick and smooth. Divide between mugs and top with whipped cream.