In a pot, heat the milk with the cinnamon stick, sugar, and vanilla essence over medium heat. When the milk is about to start boiling, turn off the heat and let it rest for about 10 minutes.
Beat the yolks lightly and gradually add the cornstarch to avoid lumps. Mix until smooth.
Remove the cinnamon stick from the milk. Gradually add ¼ cup of the warm spiced milk to the yolks, beating slowly to temper the eggs.
Return the milk to low heat and add the tempered yolks. Stir constantly until the mixture thickens to a flan-like consistency, then remove from heat.
Pour the natillas into individual ramekins and top with Maria cookies. Refrigerate for at least 4 hours, preferably overnight.