Place the egg whites into a large, clean bowl and whisk until stiff peaks form when the whisk is removed.
In a separate bowl, whisk together the egg yolks, sugar, whiskey, milk and cream, until pale and slightly thickened. Transfer to a heavy-bottomed pan and cook over a very low heat, stirring occasionally with a wooden spoon, until the mixture is thick and creamy.
Remove from the heat and fold in half of the egg whites until well combined. Fold in the remaining egg whites.
Divide the mixture among four heatproof glasses. Grate a little nutmeg on top of each and serve at once.