Place the milk, vanilla pod and seeds, cinnamon and nutmeg in a pan over medium heat, and bring to just below boiling point. Remove from the heat, then stand to infuse for 1 hour.
Beat egg yolks, sugar, bourbon and 1/2 teaspoon salt with electric beaters until thick and pale. Gently reheat the infused milk, then strain egg mixture into milk. Pour into a clean pan over very low heat and cook, stirring constantly, for 3-4 minutes until thick and smooth.
Meanwhile, soak gelatine leaves in a small bowl of cold water for 5 minutes to soften. Squeeze gelatine to remove excess water, then add the leaves to the pan of custard and stir to dissolve.
Half-fill your sink or a large bowl with iced water. Pour the custard mixture into a bowl, then place the bowl in the iced water, stirring occasionally, until cooled and thickened but not set.
Using electric beaters, whip cream to soft peaks, then fold into the cooled mixture. Divide among eight 150ml glasses and chill for 4 hours or until set.
Dust eggnog creams with nutmeg and serve with shortbread biscuits.