An efficient method for the continuous production of a dairy-based confection prevents protein burning and precipitation during processing. The method comprises heating an aqueous sugar composition to at least its boiling point in a first heat exchanger, admixing a dairy component with the boiling, aqueous sugar composition after it exits the first heat exchanger to form a dairy-based mass, and cooking the dairy-based mass to a desired final temperature in a second heat exchanger, without substantial separation or precipitation of the protein within the second heat exchanger. The first and second heat exchangers are preferably plate and frame heat exchangers. The solids content of the dairy-based mass is preferably increased prior to entering the second heat exchanger and again after leaving the second heat exchanger. The solids content of the cooked, dairy-based mass is increased to at least about 88% by weight, preferably at least about 90% by weight. An apparatus for practicing the method of the present invention is also disclosed.