Whisk egg yolks and icing sugar with the whisk of the hand mixer at highest speed until creamy. Gradually stir in cream, rum, vanilla aroma and cinnamon.
Whip the liqueur mixture with the whisk of the hand mixer over a hot water bath for about 5 minutes until creamy.
Pour the Christmas liqueur into a clean, hot rinsed bottle and seal it.
The Christmas liqueur keeps well closed and refrigerated for about 4 weeks.