Whisk one hundred grams of the vanilla caster sugar together with the egg yolks in a large bowl until the mixture is pale yellow and thick. This is very similar to making a Sabayone sauce.
Pour the egg whites into a plastic container, seal and refrigerate.
Pour in the milk, double cream, bourbon, and sherry. Add the vanilla and a pinch of the freshly grated nutmeg and carefully whisk together.
Sterilise three five hundred millilitre bottles with lids and dry. Pour in the egg mix, seal and store in the fridge overnight.
When ready to serve, place one egg white into a small bowl and whisk using a folk. Mix the sugar and cinnamon together. Dip the rim of your glasses into the egg white and then the cinnamon sugar. Set aside.
In a second scrupulously clean bowl whisk up the remaining egg whites. When they are bubbly and white but still sloppy add the remaining sugar and whisk to a peak. It’s best to use an electric whisk for this.
Carefully pour the egg mix into the prepared glasses and top with a snowy peak of egg white.