Over low heat combine milk, Mexican vanilla, cinnamon, cinnamon sticks and clove in a medium saucepan. Raise heat slowly and bring to a slow boil. Once mixture starts to boil, take off heat and let the cinnamon sticks soak for couple minutes, then remove them. In a standing mixer bowl, combine egg yolks and sugar. Whisk together until pale white and fluffy. With the mixer on low, pour the hot milk mixture into the egg yolks, then whisk until well blended. Pour the mixture back into your saucepan and heat medium/medium-low for 4-5 minutes, stirring until thick and creamy. Be careful not to let it boil, or the eggnog will curdle. Stir in rum, heavy cream and nutmeg and refrigerate overnight. When ready to serve, garnish with whipped cream and sprinkle of cinnamon.