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1.
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Put 2 cups milk, both citrus zests, vanilla bean, and beans in a saucepan.
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Bring to a simmer over medium heat.
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Meanwhile, whisk the egg yolks and 1/2 cup sugar in a bowl until lightened in color.
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2.
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Gradually whisk the hot milk into the eggs.
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Return the egg mixture to the pan and set over medium heat.
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Stir constantly with a wooden spoon in a figure 8 motion until the custard thickens slightly and coats the back of the spoon, about 2 to 3 minutes.
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Remove from heat and immediately stir in the remaining cup milk to stop the cooking.
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Remove the vanilla bean pod and zest strips; discard.
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Transfer custard to a large bowl; cool to room temperature.
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To speed this up, set the bowl in a larger bowl of ice.
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3.
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Put about 1 inch water in a saucepan and bring to a simmer over medium heat.
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Put the egg whites and remaining 2 tablespoons sugar in a heatproof bowl large enough to rest in the saucepan without touching the water.
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Set the bowl over the simmering water and beat until the sugar dissolves and the egg whites feel warm to the touch, about 1 minute.
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Remove from the heat and beat the whites with an electric mixer until they hold soft peaks, about 3 minutes.
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Fold the egg whites into custard mixture.
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Add the rum and bourbon, if using, cover, and refrigerate until ready to serve.
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4.
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Transfer the eggnog to a punch bowl or pitcher.
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Pour into small cups and top with freshly grated nutmeg and citrus zest.
