In saucepan, heat cream with milk over medium heat until small bubbles form around edge.
In bowl, whisk together egg yolks, sugar and salt; gradually whisk in cream mixture. Return to pan; cook, stirring constantly and being careful not to boil, over medium-low heat until thick enough to coat back of spoon, 3 to 5 minutes.
Strain through fine-mesh sieve set over bowl; stir in brandy and nutmeg. Place over bowl of ice water, stirring to cool. Cover and refrigerate for up to 3 days.