Heat milk, cream, nutmeg and vanilla in a saucepot over medium heat, until it reaches 170 degrees (or tiny bubbles form around the edge of the pot). Remove from heat.
In a bowl, whisk together the egg yolks and sugar.
Gradually, whisk milk into the egg mixture to temper the eggs. Pour back into the pot and cook over medium heat, until the cream begins to coat a spoon, about 185 degrees. Don’t over cook or your eggs will scramble.
Pour the mixture through the sieve into a bowl.
Stir in the whisky. Set aside.