Combine 1 cup milk and cocoa in a small bowl; stir well with a whisk. Combine remaining 5 cups milk, chocolate, sugar, nutmeg, and 2 cinnamon sticks in a large, heavy saucepan over medium heat. Scrape seeds from vanilla bean; add seeds and bean to milk. Add cocoa mixture to pan. Cook 25 minutes or until thoroughly heated and chocolate is melted, stirring frequently. Strain mixture through a fine sieve into a bowl; discard solids. Serve with marshmallows. Garnish with ground red pepper and cinnamon sticks, if desired.