Pour 1/2 cup of cold eggnog and 1/2 cup of cold milk into a frothing pitcher and stir. Add the vanilla now if you are using it.
Pull 2 shots of espresso into a warm 12 ounce mug.
Purge the steam wand, then place the tip just under the surface. Let in air for only 2 to 3 seconds. Eggnog foams fast.
Lower the tip and keep the liquid spinning until it reaches 140 degrees F. Stop there, and do not go past 150 degrees F.
Tap the pitcher on the counter, swirl it, and pour over the espresso.
Grate or sprinkle nutmeg on top. Wipe and purge the steam wand right away, because eggnog dries on sticky.
