
First, begin making the cajeta. Heat the goat's milk, sugar, cinnamon stick, and vanilla bean in a medium-sized thick-bottomed pot over low heat, stirring every ten minutes with a flat bottomed wooden paddle. Using a flat bottomed paddle helps you get the milk off the bottom of the pan and keeps it from scalding on the bottom or in the corners.
Once the mixture comes to a simmer (low boil), add the baking soda and water mixture and stir until fully incorporated. Getting to this point took me about 30 minutes. Allow the mixture to continue cooking at a simmer, you do not want to cook it at a higher temperature otherwise it will burn the milk on the bottom of the pan, and continue stirring the mixture every ten minutes until it begins to turn a light caramel color. This will take about an hour.
Once it turns light caramel, you will want to stir more frequently, about every five minutes. You should also remove the cinnamon stick but leave the vanilla bean. After about 30 minutes more, it will begin to turn an actual deep and golden caramel and it will start to smell realllllly good. It will also start boiling a bit more intensely. Add the salt and stir to combine.
While the cajeta is simmering, you can make the pudding. Place the prunes and anise in a small pot with the brandy and two cups of water and bring to a boil. Lower the heat to medium and allow it to continue to boil until the prunes are nice and soft and mushy, about 30 to 40 minutes, stirring about every 10 minutes. Pour them out into a strainer and pick out the star anise pieces and discard them. Set the stewed prunes aside.
Preheat the oven to 375 degrees Fahrenheit, and thoroughly grease an 8-cup capacity bundt pan, lightly dusting with flour or almond flour and setting it aside. In a large bowl, mix together all of the dry ingredients.
In a separate medium bowl whisk together the eggs and milk. Add the milk mixture to the dry ingredients in two increments, mixing well after each addition. Add the melted butter or coconut oil and vanilla and mix until completely combined.
Lastly, stir in the stewed prunes until they're evenly dispersed throughout the batter. Pour the mixture into the greased bundt pan.
Pour some water into a casserole dish so that there is a 1 inch of water in the casserole dish. Place the bundt pan in the center of the baking pan, so it is now sitting in a small water bath (this water will evaporate as the pudding bakes, steaming it). Place the pan in the oven and bake for about an hour, or until a knife inserted into the pudding comes out relatively clean (aside from gooey plum residue).
Take the pan out of the oven and allow to cool for about 5 minutes. Then shake the bundt pan back and forth to help loosen the pudding's grip on the pan. Turn the bundt pan over onto a wire cooling rack and lift the pan up, revealing the pudding.
Allow to cool for 15 minutes, then drizzle the tablespoon of cognac over the pudding and allow it to cool for another 15 minutes before plating the pudding and drizzling the cajeta over it. Reserve any remaining cajeta in a glass jar and refrigerate it, then reheat it when you want to use it again.
*Note*: The cajeta takes a bit of time to simmer over the stove (2 hours), so while it is simmering you can make the pudding, and by the time the cajeta is done and cooled the pudding will be done and cooled as well!