In a heavy pot, whisk together sugar, salt, egg, vanilla and nutmeg.
In a microwave safe container, heat the whole milk in the microwave until very warm (I use the beverage button on my microwave.)
Once heated, whisk the milk very slowly into egg mixture.
Place over low heat and stir constantly until mixture reaches 160 degrees. (If you don’t have a thermometer, mixture will be thick enough to coat the back of a metal spoon with a thin film. However, for safety, a thermometer is a must.)
Remove mixture from heat upon reaching 160 degrees and add heavy cream and the grated nutmeg. Stir to combine.
Use a fine mesh strainer and strain eggnog before chilling.