In a large saucepan, bring milk, cream, cinnamon sticks, and nutmeg to a simmer over medium heat. Remove from heat; cover and let steep for 10 minutes. Discard cinnamon sticks.
In a medium bowl, whisk together egg yolks, sugar, and salt. Whisk about 1 cup hot milk mixture into egg yolk mixture. Whisk yolk mixture into milk mixture in pan.
Cook over medium heat, stirring constantly, until slightly thickened, about 8 minutes. Remove from heat; stir in vanilla. Serve warm or chilled.
Recipe by Taste of the South at https://tasteofthesouthmagazine.com/eggnog-cheesecake/