How to Make It
In a medium bowl, whisk together egg yolks and sugar until they become a thick, light yellow. Let stand while you heat the milk.
Combine the goat milk, cream, nutmeg, and salt in a large pan. Heat on medium low, stirring often, until the mixture barely reaches a simmer.
Now carry the saucepan over to your egg yolks and start your mixer (or whisk vigorously by hand as you scoop). Start with ½ cup of the hot goat milk mixture, slowly adding it to the eggs while whisking constantly to avoid clumps of cooled egg. Add another ½ cup, continuing to whisk so you slowly temper the eggs to the correct temperature. Keep adding the milk in the same manner until all it has all been added to the eggs.
Pour the tempered milk/ egg mixture back into the saucepan and continue heating on medium low, stirring constantly, until the mixture reaches 160 degrees F on a cooking thermometer. Remove from heat and stir in the vanilla and rum extracts.
You can be finished at this point, but if you love a truly smooth drink, filter it through a fine- mesh sieve to remove any small chunks of egg or spice. Now pour into heat proof container and stretch plastic over the rim and make sure to press it against the surface of eggnog to prevent a skin from forming.
Serve chilled and enjoy!