Whisk egg yolks and erythritol in a mixing bowl until pale and fluffy for about 2-3 minutes.

Heat almond milk and heavy cream in a saucepan over medium heat, stirring in cinnamon and nutmeg; simmer gently for 5 minutes.

Gradually combine the warm milk mixture into the egg yolks, whisking continuously until fully combined.

Cook the mixture back in the saucepan on medium heat for about 5-7 minutes, stirring until it thickens enough to coat the back of a spoon.

Strain the eggnog through a fine-mesh sieve into a bowl, then stir in vanilla extract and chill.