Step 1

Pulse almonds with 2 tablespoons sugar until ground to a fine paste.

Step 2

Bring milk, cinnamon sticks, lemon rind, vanilla, and baking soda to boil over medium-high heat in large heavy-bottomed saucepan. Reduce heat to medium-low and simmer for 15 to 20 minutes. Set aside.

Step 3

In large bowl, whisk egg yolks, remaining 1 1/2 cups sugar, and almonds until thick and pale. Remove and discard cinnamon stick and lemon rind from milk. Constantly whisking, slowly add the milk to the yolk mixture.

Step 4

Return mixture to pan and cook over low heat, stirring and scraping the bottom and sides of the pan constantly until the mixture thickens enough to coat the back of a spoon, 5 to 7 minutes. Set aside to cool completely, about 2 hours (see notes).

Step 5

Stir in rum or aguardiente and serve.