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.
Combine egg yolks & sugar in a large bowl. Whisk together until fluffy. Whisk hot milk mixture slowly into the eggs. Pour into saucepan. Cook over medium heat, stirring constantly for 3 minutes. Let cool for about an hour.
Stir in rum, cream, vanilla, and nutmeg. Refrigerate before serving.
