In a bowl, whisk egg yolks until combined and all yellow. Set aside.
In a saucepan, combine milk, vanilla, and 1 cup of Egg Nog.
Stir constantly until lightly boiling.
Pour approximately 1/2 cup of the hot egg nog mixture into the yolk mixture.
Stir constantly! (We don't want to cook the eggs or have CLUMPS!)
Add yolk mixture back into the hot mixture on the stove.
Continue stirring until the mixture "coats" the back of your spoon.
Remove from heat and put in a bowl.
Strain mixture into a glass bowl.
Cover the bowl completely with plastic and let cool in the fridge.