In a food processor, pulse almonds with 2 tablespoons (25 g) of sugar until fine.

In a large saucepan , place milk, cinnamon sticks, ground nutmeg, vanilla extract and remaining sugar. Simmer, mixing occasionally, until sugar dissolves, about 10 minutes. Remove from heat and whisk in finely ground almond mixture.

In a bowl, beat egg yolks until light and creamy. Slowly ladle into milk mixture, and stir continuously until all are incorporated.

Return to saucepan and simmer, stirring until mixture thickens, about 10 minutes. Mixture should coat back of spoon.

Remove from heat, stir in rum if desired and serve warm.