How can you cook milk without it burning the pan? How can you cook milk without it burning the pan? The intention isn't just to heat/warm the milk, but to thoroughly cook it. Burned pans are hard to clean, and they make the milk taste burned.
The traditional approach of boiling milk on the stove tends to cause it to stick to the bottom of the pan and burn, if not done properly.
Background: The reason I want to cook milk is because I tolerate cooked milk better, depending on the gallon of milk. Most gallons of milk from the grocery store give me a lot of gas. Some gallons don't give me any gas at all (and those tend to keep a lot longer, interestingly). Either way, I tolerate it very well, without gas, when it is thoroughly cooked. I don't personally believe I have a milk intolerance or allergy; I think it's just yeast in the milk that grows as it nears expiration and contributes to its spoilage, as I am sensitive to some yeasts and molds; I tolerate other cow dairy products just fine (e.g. cheese, yogurt, cottage cheese, butter, and sour cream), regardless of whether it is cooked.
This is a Q/A where I answer my own question, but you're free to participate as usual, of course. I figured the question had already been asked, and I came here to add my answer to the list of answers. (But I couldn't find a question like it on the site.)
Double boiler.
You can buy a purpose built double boiler and if you are going to do this often you should.  But for now you can fake it the way I do.  Here is my setup.

The little saucepan is floating in the water that is in the larger pan.  Because of the water, the temperature never gets higher than 100°C unless you boil all the water off.  Milk at 100°C will boil but it will not scorch.  That is milk gravy (white sauce) in the small pan which happened to be in there and which I thought was a good illustration.
Float a small pan in a larger pot of water and cook your milk in the small pan.  If you like it, buy a double boiler.  Sometimes the floating pan is too heavy and some water comes in over the side.  Not a big deal for milk but a total loss if you are using the setup to melt chocolate chips.