In a saucepan, whisk the whole eggs and sugar until the mixture becomes a light yellow color.
Whisk in the heavy cream, milk, and vanilla. Stir until everything is combined.
Place your saucepan on the stove and cook the mixture over medium heat; bring to a boil. Stir with a wooden spoon for about 4-5 minutes or until a thermometer reads 160 degrees.
After the allotted time, strain the mixture through a sieve into a large bowl.
Put the mixture, uncovered, in the fridge. Let it cool for 1-2 hours or until it is completely cool.
In a mixing bowl, beat the egg whites until a soft peak forms. As soon as the peak has formed, whisk the egg whites into the refrigerated mixture.
Serve in individual glasses topped with a sprinkle of nutmeg.