1. In a pot, combine milk, evaporated milk, condensed milk, cinnamon stick, and vanilla essence. Cook for 10 minutes and remove from heat. Add aged rum, mix thoroughly, and set aside.
2. On a baking dish, arrange fried bolillo slices and pour in tres leches mixture. Add peanuts and raisins on top. Repeat to form two layers or until the baking dish is full. Pour in tres leches mixture and top with extra peanuts, raisins, and crumbled Cotija cheese. Bake at 356 °F for 15 minutes.
3. Serve tres leches capirotada on a plate, garnish with extra tres leches mixture, and pair with a cup of coffee.