To make the whiskey, combine the whiskey and goat cheese in a 1 quart mason jar. Seal, shake and let sit at room temperature for 1 week, up to 2. Shake every other day or so.
After it has infused, put the jar in the freezer and freeze until goat cheese is solid.
Remove from freezer, and puncture the frozen cheese layer with a knife.
Pour the whiskey through a cheesecloth lined strainer.
To make the sour mix, combine the sugar and water in a saucepan. Add the lemon and lime peels. Bring to a boil and cook until sugar is dissolved. Turn off heat, cover and let sit for 10 minutes. Strain to remove the peels.
Combine the lemon, lime, an cherry juice and add it to the strained syrup. Let cool.
To make the cocktail, combine 2 ounces finished whiskey and 1 ounce cherry mix in a cocktail shaker with ice. Shake and strain into a coup glass. Garnish with a sprinkle of cinnamon sugar.
Serve immediately.
Notes
Storing leftovers: Store both the whiskey and the cherry mix in the fridge and use within 2 weeks.