To a medium saucepan, placed over low heat, pour in the milk, sugar, cinnamon stick and vanilla bean caviar and bean. Heat until a very gentle simmer and take the saucepan off the heat and allow to steep for 10 to 15 minutes. Remove the cinnamon stick and vanilla bean and discard.
Create a double boiler, by setting a stainless steel or glass bowl over a saucepan filled with simmering water. Add the chocolate to the bowl and heat until the chocolate is melted.
Place the steeped milk over medium low heat, and pour in the melted chocolate; whisk until completely incorporated and mixture is hot. Add a pinch of salt and ancho chile powder. Divide between mugs and top with homemade marshmallows.