In the north of Europe, you could eat rice pudding as a warm meal instead of as a dessert! But origin this dessert comes from the Muslim world and was imported into Spain when the Muslims conquered the South of the Iberian Peninsula. It was brought by the Spanish to Latin America during colonial times and voila! here we are. Classic Arroz Con Leche is a variation of rice pudding that is sweet and cooked with milk, evaporated milk, and sweetened condensed milk and topped with cinnamon.