In a large bowl or using a stand mixer, beat the egg yolks and sugar until pale and thick.
Add the milk, cream and liqueur, and whisk to combine.
Place the egg whites in a clean bowl or bowl of a stand mixer and beat to soft peaks.
Whisk about 1/4 of the egg whites vigorously into the egg yolk mixture. Add the remaining egg whites and whisk until fully incorporated.
Chill in the fridge. Whisk again lightly just before serving then pour into serving glasses.
Grate some fresh nutmeg over the top of each glass.