Whisk together the eggnog and 1/4 cup of the granulated sugar in a large bowl. Let the eggnog sit while you prepare the gelatin to give the sugar time to dissolve.
Sprinkle the gelatin over 1/4 cup cold water in a small heatproof bowl and let sit for 5 minutes. Microwave the gelatin in 15-second intervals, stirring or whisking vigorously in between each, until the mixture is very hot and the gelatin has completely dissolved, about 30 seconds total. Allow to cool slightly but it should remain in liquid form.
Whisk the eggnog and sugar mixture again to ensure that the sugar has dissolved. Add the ricotta and mascarpone and whisk until the mixture is very smooth. Add the orange zest, 1/8 teaspoon of the nutmeg, 1/4 teaspoon of the cinnamon and the gelatin. Whisk until smooth. Divide the mixture among four 8-to-10-ounce cups. Chill in the refrigerator until set, at least 4 hours and up to overnight.
Cut the pasta sheet into 4 equal squares, and then cut each square in half; you should have 8 rectangle pasta pieces.
Combine the Parmesan with the remaining 2 tablespoons granulated sugar, the remaining 1/8 teaspoon nutmeg and 1/4 teaspoon of the cinnamon in a medium bowl.
Line a baking sheet with a wire rack. Heat a little more than 1/2 inch of oil in a high-sided medium saucepan over medium heat until a deep-fry thermometer registers 340 degrees F.
In 2 batches, fry the pasta pieces until light golden brown and crispy, about 30 seconds, turning occasionally to ensure even browning. Drain on the prepared baking sheet, and then immediately add to the bowl with the seasoned sugar, lightly tossing to coat. (Use a spoon to gently press the sugar mixture into the fried pasta if needed.) Allow to cool completely.
Combine the heavy cream, confectioners' sugar and remaining 1/4 teaspoon cinnamon in a medium bowl. Use an electric hand mixer to whisk to medium peaks.
Top each eggnog cup with 1 tablespoon coffee liqueur, a large dollop of the whipped cream and 1 to 2 pieces of fried pasta.
It's very important to get a super smooth ricotta for this. If the ricotta is not smooth, you can blend it in a food processor first.