Mix together the parboiled rice and milk. Let the rice soak while stirring it occasionally for at least 3 hours, preferably overnight.
Preheat the oven to 350°F and grease a 9-inch bundt cake pan.
Pour the rice mixture into a blender and add in the eggs, sugar, and vegetable oil. Blend everything together on the highest setting for 3-4 minutes, then pour the mixture into a large mixing bowl.
Stir together the flour and baking powder in a separate bowl, then fold the dry ingredients into the blended rice mixture.
Divide the batter into 2 equal portions and gently stir the cocoa powder into one of them.
Pour half of the plain batter into the greased bundt cake pan. Sift some cinnamon through a fine sieve on top of the first layer of batter, then pour half of the chocolate batter on top. Continue alternating between layers of batter and cinnamon with the remainder of the ingredients, making sure you end on a layer of chocolate batter.
Transfer the bundt cake pan to the oven and bake the rice pudding cake at 350°F for 40 minutes. After it has baked, take the rice pudding cake out of the oven and remove it from the bundt cake pan while it's still warm.
For the rice pudding, remove the caviar from half of a vanilla bean pod and combine it with the milk and sugar. Heat the mixture in a saucepan on the stove and bring it to a boil. Add in the parboiled rice and let everything simmer on low heat for 15 minutes, stirring occasionally. Once it has finished cooking, remove the rice pudding from the heat and let it cool for 15 minutes.
Pour the rice pudding into the center of the cake and top everything off with cherry pie filling.