Add nut milk, heavy cream, cinnamon and nutmeg to a medium saucepan and simmer for about 8-10 to infuse. Remove from heat and set aside while you prepare the yolks.
Add egg yolks and sweetener to a large bowl and, using a whisk or an electric mixer (easier), beat them until light, fluffy, and most of the sweetener has dissolved (if using erythritol, some granules will remain).
Gradually temper the hot mixture into the egg and sugar mixture. Tempering means adding the hot milks (very!) little by little to your egg mixture while whisking constantly, so your eggs don’t curdle.
Return everything to the saucepan, and cook over medium/low heat for roughly 8-10 minutes, or until your mixture reaches 160°F/70°C and coats the back of a wooden spoon. Remove from heat and sieve onto a medium mixing bowl. Stir in vanilla and liquor of choice, to taste. Cover and transfer to the refrigerator to chill.
Your eggnog will continue to thicken while chilling. So give it a good stir right before serving, and feel free to thin it out with a little nut milk until desired consistency is reached.