Combine milk, cloves, ½teaspoon vanilla, and cinnamon in a saucepan, and heat over low for 5 minutes. Slowly bring to a boil.
In a large bowl, combine egg yolks and sugar and whisk until fluffy. Slowly temper hot milk into the eggs and return to saucepan.
Cook over medium heat, stirring constantly for 3 minutes, or until thick. Do not allow mixture to boil. Strain to remove cloves, and let cool for about an hour.
Stir in rum, cream, 2 teaspoon vanilla, and nutmeg. Refrigerate overnight before servin