Add the 250g of heavy cream to a saucepan and add the cinnamon sticks. Bring to a simmer, stirring frequently. Remove from the heat and cover. Let the cinnamon infuse for 15 minutes. Place the cream and cinnamon sticks in an air tight container in the fridge to steep overnight.
In a small bowl, combine the water and gelatin. Set aside to bloom.
Pass the cinnamon cream through a sieve to remove any lumps and the sticks. Measure out 170g of the cream. Any extra can be used in the second portion of cream later. Heat the cream until it almost comes to a simmer.
In a small heatproof bowl, thoroughly whisk together the sugar and egg yolks. Gradually whisk in the hot cinnamon cream. Return the mixture back to the saucepan and place over medium- low heat.
Cook the custard, stirring constantly, until it reach 180℉. Remove from the heat and add the bloomed gelatin. Stir until the gelatin is completely melted.
Place the cream cheese in a heat proof bowl and gradually pour the hot custard through a sieve and onto the cream cheese. Whisk until smooth and well combined. Cool to 82℉.
Once the mixture is nearly cool enough, begin whipping 350g of cold heavy cream until you have soft peaks. Do not overwhip. Gently fold the whipped cream into the cream cheese mixture.
Prepare your work area. Fill a small piping bag with the prepared caramel and place your demi- sphere mold on a small tray or baking sheet.
Using a scoop or piping bag, fill each cavity roughly halfway with mousse. Use a spoon or offset spatula to spread the mousse up the edges of the mold. Pipe a layer of caramel on top of the mousse. Cover the caramel with more mousse and use an offset spatula to smooth and level off the top.
Place the molds in the freezer for at least 3 hours, but preferably overnight. After a few hours, you can cover with plastic wrap to keep the mousse fresh.