Heat milk, making sure it does not break the boil.
2. Mixing eggs and milk
Mix eggs, sugar, and salt. Whisk until it is thoroughly mixed. Add the milk, starting with small quantities and mixing thoroughly before adding more milk. Stir in coffee.
3. Heating eggnog
Return the eggnog to the pot and heat over medium-low heat, stirring until it starts to become foamy and a bit thicker (about 5 mins).
4. Cooling and serving
Remove the eggnog from the heat and whisk until it becomes a bit cooler (so it doesn't form a crust). Sprinkle with nutmeg. Serve immediately.