In a medium bowl, add egg yolks and sugar; whisk until light in color and creamy (this help from curdling).
In a medium saucepan over medium heat, add cream, milk, cinnamon stick and salt; stir until mixture just starts simmering. Slowly temper the egg mixture by whisking hot cream mixture a little at a time. When half the hot liquid is combined with egg mixture, transfer it to the saucepan. Whisk continuously for 2 minutes.
Remove from the heat and add vanilla; stir to combine. Strain mixture using a fine sieve placed over a bowl or measuring cup; discard what are in the sieve. Pour eggnog into a container or a pitcher and cover with cling film. Transfer to the refrigerator until cold.
When ready to serve, stir the eggnog, add ice cubes in tall glasses, pour rum if desired and sprinkle with nutmeg. Yield 4 cups.
