Take a small plate and pour a bit of brown sugar onto it. Pour some milk into a separate bowl and then dip the rim of your glass, then gently press the moistened rim of the glass into the brown sugar to create a sugared rim.
In a small bowl, beat the egg yolk and white sugar until they are light and fluffy and the sugar has completely dissolved in the yolk.
Grab your cocktail shaker and add the yolk and sugar mixture, the milk, the Baileys and the vanilla paste. Add a pinch of ground nutmeg and a pinch of ground cinnamon to the mixture.
Fill your shaker or glass with ice, then put the lid on your shaker or use a spoon to stir the mixture until it's well combined and chilled.
Strain your mixture into your prepared glass, then grate a bit of fresh nutmeg on top of the drink and a dust of cinnamon.
Finally, add a cinnamon stick for garnish, and your Baileys Eggnog is ready.