In a medium bowl, whisk together the egg yolks and sugar until light and fluffy.
In a medium saucepan, combine the cream, milk, nutmeg, cloves, cinnamon, and salt over medium heat. Bring to a bare simmer, just until bubbles start gathering around the edges of the pan. Reduce the heat to medium-low.
Slowly pour a ladelful of the cream mixture into the egg mixture, whisking constantly for about 30 seconds, until uniform.
Pour the egg mixture back into the saucepan. Cook, whisking constantly, until the mixture thickens slightly and reaches 160°F on a candy thermometer. Don’t let the mixture boil. Remove from the heat and pour the mixture through a fine-mesh strainer into a pitcher or bowl, then stir in the vanilla and Southern Comfort.
Place a sheet of plastic wrap over the bowl, touching the surface of the custard. Chill until cold, about 2 hours. To thin the eggnog out to serve, whisk or blend with up to 2 more tablespoons of milk.
Serve topped with whipped cream and a sprinkle of cinnamon or cocoa powder.
Store-bought version: Add a cup of SoCo to a quart of egg nog to serve 8.Vegan version: use dairy-free cream and almond milk to replace the dairy. Leave out the eggs and just mix the milks together with all the additional ingredients. If you want it super frothy and thick, add 1/8 tsp xanthan gum.