In a stock pot, add the milk, sugar, vanilla, and piece of cinnamon stick.
Turn on stove and turn to medium heat.
Stir constantly using a wooden spoon.
Right before it boils, add the baking soda.
Immediately turn the heat to low.
Stir without stopping for 30-45 minutes.
Use a candy thermometer and cook the fudge to between 234 and 239°F.
How long will depend on the pot you use.
Stir with the spoon, and if you can see the bottom of the pot, it's ready.
It will look like dulce de leche but a thicker consistency.
Remove the pot from the heat.
Don't stop stirring. Stirring will help it cool down.
Place wax paper on a rectangular plate.
Pour the cooled (but still warm) mixture all over the wax paper.
Spread evenly using a spatula.
Place another piece of wax paper over the candy mixture.
Cool completely then refrigerate for 2 hours.
Slice into squares.