How to Make It
Bring milk and nutmeg to a boil in a small saucepan over medium; remove from heat. Place egg yolks in a medium bowl; slowly whisk in sugar and vanilla until well combined. Slowly drizzle hot milk mixture into egg mixture, whisking constantly, until combined.
Return milk-egg mixture to pan; cook over medium, stirring constantly with a wooden spoon, until mixture thickens and coats the back of spoon, 4 to 6 minutes. (Mixture will seem watery at first, then it will start to steam, and then it will start to develop a little body and thicken.) Remove from heat; immediately pour mixture through a fine wire-mesh strainer into a medium-size heatproof bowl. Whisk in salt. Press a piece of plastic wrap directly on surface of anglaise (to prevent skin from forming). Refrigerate until cold, at least 2 hours or up to 3 days.