Add all of the ingredients except for the egg yolks to a saucepan. Heat over medium heat and bring the mixture to a simmer, just until mixture begins to steam, stirring occasionally. (Note: don't bring mixture to a full boil). Reduce heat to medium low.
Separate the egg yolks into a small bowl and whisk them together. You can use the whites in an omelette later.
Slowly add 1/3 cup of the warm coconut milk mixture to the bowl with the egg yolks while continuously whisking. Repeat with more coconut milk mixture until you've added about one cup to the egg yolks. Pour the egg yolk mixture into the pot with the rest of the liquid and increase the heat back up to medium. Continue whisking until eggnog reaches a simmer, about 3 minutes.
Remove from heat and allow mixture to cool, whisking every few minutes.Once cooled, taste the eggnog for flavor and add more pure maple syrup to taste if desired. Transfer to a sealable jar and refrigerating until chilled.
When ready to serve, pour eggnog into glasses and serve with freshly grated nutmeg on top. You can also add a shot of brandy for a boozy cocktail.