In a medium saucepan, combine the whole milk, granulated sugar, lemon peel, orange peel, and the cinnamon stick. Heat until it just begins to boil, then let sit for 30 minutes to infuse flavors.

In another mixing bowl, add the remaining milk, cornstarch, and all-purpose flour. Whisk thoroughly until completely dissolved with no lumps.

Strain the infused milk into a clean pot, return it to the stovetop, and mix in the thickening mixture. Cook over medium-high heat for 6-7 minutes, stirring frequently until thickened.

Pour the mixture into a lined baking dish, cover with plastic wrap, and refrigerate for at least 3 hours or overnight.

Cut the set mixture into desired portions. The edges should be smooth and firm.

Prepare three shallow bowls for beaten eggs, all-purpose flour, and a mix of white sugar and ground cinnamon.

Heat sunflower oil in a skillet over medium-high heat. Dip each piece of Leche Frita into the flour, then beaten egg, and fry in batches for 2-3 minutes on each side until golden.

Transfer the fried Leche Frita to a paper towel-lined plate to drain excess oil. Roll in the sugar and cinnamon mixture and serve warm.