Add all the ingredients, except the garnish, to a shaker and shake. Add ice and shake again vigorously. Strain into a wine glass and garnish with freshly grated nutmeg.
Use a paring knife to cut down the center of the vanilla bean pod, being careful to cut through only the top half and not all the way through the pod. Open the pod and scrape the vanilla seeds out with the edge of your knife.
Add the seeds, sugar, and water to a large saucepan over medium heat, but do not boil. Slowly stir until the sugar has dissolved.
Remove the pan from the heat, cover, and let the seeds steep for 15 minutes. Strain through a chinois into bottles. The syrup will keep for 2 to 3 weeks in the refrigerator.
Adapted from Dead Rabbit Drinks Manual, (c) 2015 by Sean Muldoon and Jack McGarry. Reproduced by permission of Houghton Mifflin Harcourt. All rights reserved.