Add the milk, maple syrup, cinnamon stick, nutmeg, star anise, and thyme to a medium saucepan over medium-low heat. Using a sharp knife, split the vanilla bean open and scrape out the seeds. Add the seeds and remainder of the vanilla bean to the pan. Cook, stirring occasionally, until the mixture is hot and steaming. Reduce to low and heat for 5 minutes, being careful not to ever let it come to a full boil.
Remove from heat and strain into a large heat-proof bowl. Discard the solids. Add the liquid back to the saucepan. Stir in the Irish cream, bourbon, and vanilla extract.
In a small shallow bowl, mix together the ingredients for garnishing the rim. Dip the rims of the glasses into the maple syrup mixture, flip over and fill glasses with the hot cocktail. Serve warm and enjoy!