Bring the milk with the vanilla pod to the boil and let it steep for about 10 minutes over a low heat. Take out the vanilla pod, cut open lengthways and scrape out the pulp.
Mix the vanilla pulp with the chocolate and the boiling water. Stir in the hot milk until the chocolate has melted.
Season to taste with agave syrup, cayenne pepper, salt and cinnamon. Enjoy hot or cold.