In the bowl of a stand mixer, beat the egg yolks and sugar until pale and thick. Add the milk, cream and grappa, and whisk to combine.

Place the egg whites in the clean bowl of a stand mixer and beat to soft peaks.

Whisk about 1/4 of the egg whites vigorously into the egg yolk mixture. Add the remaining egg whites and whisk until fully incorporated.

Chill. Whisk again lightly just before serving. Grate some fresh nutmeg over the top of each glass.