In a small saucepan, add water and cinnamon stick, clove, and star anise. If you are using a vanilla pod instead of vanilla extract, add it to the water with the other spices. Boil the water and spices until the water is fragrant (about 10 mins). Then allow it to steep for an additional 2-3 minutes. Strain and reserve spiced water.
In another saucepan over medium heat add milk. Add the Mexican chocolate drink tablets and the pinole. Using a molinillo, roll the handle in the palms of your hand to froth the milk and dissolve the pinole and chocolate tablets. If you don't have a molinillo, you can use a whisk. Continue until fully dissolved and chocolate mixture is thickened (about 10 minutes).
Remove from heat. Add piloncillo. Let rest until sugar is dissolved (about 5 minutes)
Add the fragrant water. Stir well and serve.