The night before, or at least a few hours before, place the vodka in a glass or jar and add the chipotle to infuse it.
Once time comes to make your drinks, remove a thin, 2" piece of peel from the orange. Also slice a wedge of orange.
Place sugar and cayenne on a small plate. Run the orange wedge along the rim of the martini glasses to moisten. Rim the glasses by pressing them into the sugar, tossing carefully to coat. Set aside.
Fish the chipotle from the vodka and taste the infusion. If the vodka is already very spicy for your taste, you can discard the pepper and bash the orange peel on its own to release its fragrance. If you want more spice, muddle the chipotle in the cocktail shaker along with the orange peel.
Add the vodka, chocolate liqueur, plant-based milk and ice to the cocktail shaker and shake vigorously.
Carefully strain your chili chocolate cocktail into the martini glasses. Remove two more 1" pieces of peel from the orange, roll them up between your fingers and place them on the glass rims for garnish.
Drink responsibly. Cheers!