3Meanwhile, beat egg yolks and sugar together in a mixing bowl until light colored and frothy. Stir in mascarpone until well blended and smooth; whisk in 1/4 cup heated eggnog. Gradually whisk in remaining eggnog. Pour custard through a fine-mesh-sieve to remove any egg strands. Stir in vanilla extract, nutmeg, and cinnamon. Pour into the prepared ramekins, dividing evenly.