Coquito: the Puerto Rican Answer to Eggnog
  1. Add water, cinnamon, cloves and anise into saucepan and boil until reduced to 1/2 cup. Allow to cool slightly and strain.
  2. Combine milks and egg yolks in a heavy bottom stock pot and heat gently while whisking. Add spiced water and continue heating gently to just below a boil – but do not allow to boil.
  3. Remove from heat and add vanilla and rum.
  4. Funnel into a clean glass bottle and refrigerate.
  5. Serve well chilled in a small glass with a sprinkling of ground cinnamon or nutmeg.