Arrange jars in bottom of a large Dutch oven, and fill with enough water to cover jars by 1 inch. Bring to a boil over medium-high heat; boil 2 minutes (this is to sterilize). Carefully remove jars with kitchen tongs to a wire rack; cool completely, and dry.
Tie strings around centers of wooden skewers or pencils. Place one string in each jar, resting skewer or pencil across rim of jar, and making sure strings do not touch bottoms of jars. Set aside.
Bring sugar and 2 cups water to a boil in a large saucepan over medium-high heat, stirring occasionally; boil, stirring occasionally, 5 minutes. Remove from heat. Stir in food coloring, cinnamon oil, and vanilla. Let stand 5 minutes.
Pour about 1 cup syrup mixture carefully around skewer into each jar. Loosely cover with aluminum foil (including skewer); pierce aluminum foil several times with a skewer or knife. Let stand 10 to 14 days or until crystals form on strings. (Occasionally break up hard sugar layer on surface using a wooden skewer.) Remove strings from jars, and suspend strings between jars until crystals are dry (about 1 hour). Remove strings from skewers or pencils.
*10 drops of your favorite shade of food coloring may be substituted for red food coloring, and 2 tsp. of your favorite flavored extract, such as mint, strawberry, or orange, may be substituted for cinnamon oil.
Crystals will form on the surface of the liquid. This is not a problem. Simply break them up, and scoop them out to enjoy.