Whip the egg yolks and powdered sugar over a hot water bath until fluffy. Add the whiskey. Continue beating until the mixture is creamy (do not boil).
Bring the milk, cream, slit vanilla pod and cinnamon stick to a boil. Infuse for about 10 minutes. Remove the cinnamon stick and vanilla pod. Slowly stir the vanilla cream into the egg mixture. Pour the eggnog into a bottle. Serve sprinkled with freshly grated nutmeg.