In a medium bowl, whisk the egg yolks and sugar together until pale and thick, about 1 minute.
In a medium saucepan, combine the milk, cream, nutmeg, cinnamon, and salt. Heat over medium heat, stirring often, until steaming with small bubbles around the edge. Don't let it boil.
Temper the yolks: slowly pour about 1 cup of the hot milk mixture into the yolks while whisking constantly. Then whisk the yolk mixture back into the saucepan.
Cook over medium-low heat, stirring constantly with a spatula and scraping the bottom, until the mixture thickens slightly, coats the back of a spoon, and reaches 160°F on an instant-read thermometer, about 4 to 6 minutes. Don't let it boil.
Remove from the heat and pour through a fine-mesh strainer into a pitcher or bowl. Stir in the vanilla and the bourbon, rum, or brandy, if using.
Cover with plastic wrap pressed onto the surface and refrigerate until completely cold, at least 3 hours or overnight. It thickens as it chills.
Whisk well, pour into glasses, and top with freshly grated nutmeg.
