Mix milk, rice, and peels in large saucepan. Bring to a boil. Reduce heat and simmer 25 minutes, stirring often, until mixture starts to thicken and starts to stick to bottom of pan. Reduce heat to very low and cook 5 to 10 minutes more. Add the sugar and stir 2 to 3 minutes until dissolved. Cool slightly before stirring in vanilla. Cover and refrigerate 2 hours. Stir in heavy cream. Top with cinnamon.