Infuse the Milk: In a medium saucepan, combine 4.5 cups of whole milk with the peels of lemon and orange, granulated sugar, and a cinnamon stick. Bring to a gentle boil, stir occasionally. Once boiling, remove from heat and let cool.

Prepare the Thickening Agent: Whisk together 1/4 cup cornstarch and 1/4 cup all-purpose flour in a bowl. Gradually add 1.5 cups of milk, whisk until dissolved.

Combine and Thicken: Strain the cooled milk into a larger pot, discard solids. Mix in cornstarch and flour mixture while stirring. Heat over medium heat until thickened, about 6-7 minutes.

Set the Mixture: Pour thickened mixture into a greased rectangular dish, cover with plastic wrap. Refrigerate for at least 3 hours.

Cut the Portions: Once chilled, lift the set mixture and cut into squares.

Prepare the Coating: Set up three bowls: one with 1/2 cup flour, one with 2 beaten eggs, and another with 1/2 cup sugar and 1 teaspoon ground cinnamon.

Fry the Leche Frita: Heat oil over medium heat until 350°F. Dip pieces first in flour, then eggs, and fry for 2-3 minutes on each side until golden.

Coat and Serve: Toss fried Leche Frita in sugar-cinnamon mixture and serve warm.