Beat the egg whites until stiff but not dry.
Beat the egg yolks.
Add sugar and milk to the egg yolks and beat until well blended.
(If you are using heavy cream, whip it separately and fold into the beaten egg whites.)
Add the vanilla to the beaten egg yolk mixture.
Fold in the egg whites.
Pour into cups and sprinkle with nutmeg.
If you add a little sherry, add a little more sugar as well.