Add the milk, cocoa powder and chocolate to a saucepan over medium heat and cook, stirring, until the chocolate melts.Add the sugar, star anise, vanilla bean, Cayenne pepper and salt, reduce the heat to low and cook for about 10 minutes.Strain the mixture into two mugs, and add 1.25 ounces of tequila and .25 ounces of Ancho Reyes to each.Stir, and garnish with orange twists and a sprinkle of cocoa powder.