In a medium mixing bowl, add room temperature egg yolks and erythritol. Whisk until light and fluffy, about 2-3 minutes.

In a saucepan, combine almond or coconut milk, heavy cream, cinnamon, and nutmeg. Heat over medium heat until simmering, about 5-7 minutes.

Gradually pour the hot milk mixture into the whipped egg yolks while continuously whisking.

Return the combined mixture to the saucepan over medium heat. Stir continuously for about 5-7 minutes until thickened.

Remove from heat, strain through a fine sieve into a bowl, and stir in vanilla extract.

Let cool at room temperature for 15-20 minutes, then refrigerate for at least 1 hour.

Serve in festive glasses, optionally topped with whipped cream and a sprinkle of nutmeg.