For the eggnog: Heat the milk and cream in a heavy-bottomed saucepan over medium heat until warm.
Meanwhile, in a bowl, beat the egg yolks and sugar until light, fluffy and pale in color.
Temper the egg yolks by adding a couple ladles of the warm milk/cream mixture into the egg mixture while whisking constantly. Add the mixture back to the pot over medium heat. Continue to cook, gently stirring, until thick, about 5 minutes. Transfer to a separate container and chill for at least 1 hour, then stir in the nutmeg.
For the cocktail: When ready to serve, add the maple syrup and crushed gingersnaps to separate small plates. Run the rim of each martini glass in the maple syrup, then dip the rim in the crushed gingersnaps.
For each drink, pour 3/4 cup of the eggnog into a cocktail shaker with ice and add 2 ounces of the bourbon. Shake vigorously, then pour into the prepared glass. Sprinkle over a little nutmeg and serve.