Whisk the egg yolks and sugar together in a medium bowl until light and creamy.

In a saucepan over medium-high heat, combine the cream, milk, nutmeg and salt. Stir often until mixture reaches 160°.

Temper the eggs by adding the hot milk to the egg mixture by spoonful, whisking vigorously.

Once most of the hot milk has been added to the eggs, pour the mixture back into the saucepan on the stove

Whisk constantly for a minute or so, until the mixture is slightly thickened and reaches 160°. It will thicken more as it cools.

Remove from heat and stir in vanilla.

Pour eggnog through a fine mesh strainer into a container and cover with plastic wrap.

Refrigerate until chilled - it will thicken as it cools.