Cuban bocado de principe

Make the natilla the night before the cake. Pour the milk into a pan and add the anise and cinnamon sticks. Bring to the boil, then pour in the sugar, whisking until completely dissolved. Pour through a fine sieve into a new pan.

Put the egg yolks into a large bowl and whisk until light and frothy. Once the milk has cooled slightly, pour into the egg yolks slowly, whisking throughout to avoid the eggs cooking. Pour back into the pan.

Slake the cornflour with a little milk to a smooth paste. Put the milk and egg mixture over a low-medium heat and slowly add the cornflour mixture. Cook gently, whisking all of the time, for around 10 minutes until you have a thick, smooth mixture. To make the mixture more or less stiff you can add or reduce the cornstarch. Be careful as more than 3½ tbsp of cornstarch will make the mixture quite wobbly. Once it's ready, let it cool down and cover the surface. You can serve this in nice glasses with a maria biscuit at the bottom of the cup, caramel or on its own. You can also use it to top a simple pound cake.

To make the sponge, heat the oven to 195C/fan 175C/gas 5 and lightly grease a 22cm x 32cm baking dish. In a large bowl combine the flour, baking powder, and ¼ tsp of salt. Set aside. Separately, add three-quarters of the sugar to the mixer bowl with the egg yolks and mix on a high speed until the yolks are pale yellow. Slowly add the milk and vanilla to the mixture. Pour the egg yolk mixture over the flour and stir gently just until combined (don't over-mix).

Use an electric whisk to beat the egg whites on high speed. Gradually add the remaining sugar as you mix and continue beating until stiff peaks form. Gently fold egg whites into the batter. I use a wooden spoon, slowly spinning the bowl and cutting the mixture in half with the spoon as I go very slowly, until just combined. Pour the batter into the prepared pan. Make sure to smooth it into an even layer so your baked cake doesn't have divots in it.

Bake for 25-35 minutes or until a toothpick inserted in the centre of the cake comes out clean. Allow the cake to cool completely.

For the icing, put the sugar, lime peel and 120ml of water into a pan and bring to a boil, simmer for 5 minutes, then stir in the rum, and cool. Poke lots of holes all over the cake and spoon over the syrup. Once the cake is completely cool, spoon over the natilla, dust with ground cinnamon and cut into squares to serve.