Combine milk, cloves, 1/2 teaspoon vanilla, and cinnamon in a saucepan, and heat over lowest setting for 5 minutes.Slowly bring milk mixture to a boil.
In a large bowl, combine egg yolks and sugar.Whisk together until fluffy.Whisk hot milk mixture slowly into the eggs. Pour mixture into saucepan. Cook over medium heat, stirring constantly for 3 minutes, or until thick.Do not allow mixture to boil.Strain to remove cloves, and let cool for about 1 hour.
Stir in rum, cream, 2 teaspoon vanilla, and nutmeg.Refrigerate for 8 hours, or overnight, before serving.
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