01In a large bowl, whisk egg yolks with sugar until yolks are pale in color.
02In a medium saucepan over low heat, combine milk, cinnamon, nutmeg, and vanilla. Slowly bring mixture to a low boil, about 5 minutes. Remove from heat.
03Slowly add hot milk mixture to egg yolks in batches to temper (a cooking technique in which the temperature of a cold/room-temperature ingredient is slowly raised by adding small amounts of hot/boiling liquid) the eggs and whisk until combined.
04Return mixture to saucepan and cook over medium heat until slightly thick (and coats the back of a spoon) but does not boil. Mixture should reach 160 degrees F using a candy thermometer.
05Remove from heat and whisk in yogurt. Refrigerate until chilled and serve with a dash of nutmeg