Put all the ingredients in the shaker, except for the nutmeg, in the following order: whole or chopped ice cubes, milk, curacao, brandy, marsala, sugar, and egg.

Close the shaker and shake for a few moments to mix the ingredients well.

Pour the liquid into a large drinking glass.

Dust the liquid with a pinch of freshly grated nutmeg.

Serve the Morning Egg-nog and enjoy it chilled.