In a medium size saucepan, bring water, sugar, lime zest, and cinnamon sticks to a brisk simmer over medium heat and let bubble for 15 minutes. Cool the syrup but do not strain.

In a large bowl combine the sugar syrup, rum, coconut milk, evaporated milk, vanilla and egg yolks and mix well. Strain the mixture into glasses filled with ice.

*Note: Since this cocktail is made with raw eggs, be sure to use fresh, fresh eggs. People with digestive conditions and the elderly should not be served anything with raw eggs. You may eliminate the yolks in this recipe, if desired.