In a medium saucepan, combine whole milk, granulated sugar, lemon peel, orange peel, and a cinnamon stick. Heat over medium until the milk just begins to boil, stirring gently to dissolve the sugar, about 5–7 minutes.

While your milk mixture cools, whisk together cornstarch and all-purpose flour in a separate bowl. Gradually add a small amount of the cooled milk, mixing until smooth.

Strain the infused milk to remove solids, then return it to the saucepan over medium heat. Gradually mix in the starch mixture, stirring constantly for about 6-7 minutes until thickened.

Pour the thickened mixture into an 8x8-inch baking dish lined with parchment paper. Spread it evenly, cover with plastic wrap, and refrigerate for at least 3 hours until firm.

Once set, cut the mixture into squares or rectangles. Prepare a coating station with flour, beaten eggs, and cinnamon-sugar mixture. Coat each piece evenly.

In a frying pan, heat sunflower oil over medium-high heat to about 350°F (175°C). Fry coated pieces in batches for 2-3 minutes per side until golden brown.

Drain the fried leche frita on paper towels and serve immediately while warm, sprinkled with additional cinnamon-sugar.