In a bowl, whisk together eggs yolks until they lighten in color, set aside.
In a separate bowl, use an electric mixer and beat eggs whites until they form stiff peaks, set aside.
In a medium saucepan over low-heat, whisk together the milk, orange zest, sweetener, cinnamon and nutmeg, and cook for 5 to 8 minutes, until steaming but not simmering. Slowly pour the egg yolks into the spiced milk, while whisking continuously and heat 3-4 minutes.
Remove from heat and add vanilla and (optional) rum. Fold in egg whites, stir, pour into mugs and sprinkle with additional cinnamon or nutmeg.
If chilled Eggnog is preferred, allow to cool and refrigerate for up to 24 hours.