Make the creme anglaise: Combine the half-and-half, crushed nutmeg, and vanilla pod and seeds in a medium saucepan and bring just to a boil over medium heat. Remove from the heat and let steep 5 minutes.
Whisk the egg yolks and sugar in a bowl. Slowly whisk in the warm half-and-half mixture, then pour the egg mixture into the saucepan and cook over medium heat, stirring constantly, until the creme anglaise just begins to thicken, about 10 minutes. Strain and refrigerate until cold, about 4 hours.
Make the cocktails: Combine the sugar and grated nutmeg on a plate. Dip the rims of 8 martini glasses in water, then in the sugar mixture. Combine half each of the creme anglaise, brandy, rum and bourbon in a cocktail shaker with ice. Shake well and strain into 4 glasses. Repeat to make 4 more cocktails.