Begin by boiling 1 cup of water in a small pot. Once boiling, remove from heat and add the 4 black chai tea bags and the 4-inch cinnamon stick. Let this steep for about 10 minutes to ensure a robust flavor.
After the tea has steeped, remove the tea bags and cinnamon stick. Stir in the ground ginger and cayenne pepper, mixing well. Allow this spicy chai mixture to cool for a few minutes.
In a blender, combine the cooled chai mixture, milk, vanilla extract, and vanilla ice cream. Blend on high until smooth and creamy.
Pour the Spicy Vanilla Chai Milkshake into your favorite serving glasses. Top with a sprinkle of ground cinnamon for an added aroma and flavor.