Place the milk, sugar, star anise and vanilla in a saucepan.
Place the pan on the stove on medium high heat and warm up stirring occasionally for 2-3 minutes.
If your chocolate is a big piece, chop or break it down into chunks.
The sugar in the pot prevents the milk form scalding, but care must still be taken to avoid boiling the milk or the milk may curdle or scald on the pot.
When the temperature reaches 190F or starts steaming and showing signs of simmering, turn off the heat and add chocolate chunks and allow them to steep and melt for 2 minutes with the heat off.
Whisk the hot chocolate to disperse the now melted chocolate and then spike it with the vodka.
Strain the hot chocolate into a pitcher or jug to remove the star anise pieces.
Pour into mugs and garnish with marshmallows and pinches of cinnamon.