Heat the milk and cream in a saucepan. Halve the vanilla bean lengthwise and scrape out the seeds. Add the seeds, vanilla bean, and the cinnamon sticks to the milk. Crumble the chocolate and add to the milk. Heat the mixture, stirring constantly, until the chocolate has melted completely.
Season to taste with the allspice, cardamom, long pepper, and sugar. Remove the cinnamon stick and the vanilla bean from the cocoa. Pour the cocoa into mugs and garnish with the cinnamon sticks and vanilla beans. Top each mug with an amaretto cookie, and serve while still hot.