Stir together first 5 ingredients in a saucepan; cook, whisking constantly, over medium heat, 5 minutes or until thoroughly heated.
Microwave milk in a 2-cup glass measuring cup at HIGH 2 minutes, or until thoroughly heated. Pour one-third hot milk in a heat-proof jar; seal with lid. Shake until frothy. Repeat twice with remaining milk.
Pour coffee into 4 mugs; top with frothed milk. Serve immediately.
Note: For testing purposes only, we used Kalhua coffee liqueur.