Combine the shredded green and purple cabbage in a large bowl. In a separate bowl, mix the milk, mayonnaise, sugar, vinegar, black pepper, cayenne, salt and chipotles and adobo sauce. Add more milk if you like the dressing a little thinner.
Pour the dressing over the cabbage and toss to combine. Just before serving, toss in the cilantro. You can mix the slaw up to 2 hours before serving.