In a mixing bowl, beat the egg yolks until they become light and frothy.
Add the sweetened condensed milk, whole milk, aged rum, vanilla extract, ground cinnamon, ground nutmeg, and a pinch of salt. Stir the mixture until it is well blended.
Pour the combined mixture into a saucepan. Heat over low heat and stir constantly with a wooden spoon. Continue stirring for about 10 minutes until the mixture thickens slightly; do not let it boil to avoid curdling the eggs.
Remove the saucepan from the heat and let the mixture cool to room temperature. For a smoother texture, strain the mixture through a fine-mesh sieve. Then transfer it to a clean bottle or container, and chill in the refrigerator for at least 2 hours. Serve cold, optionally with a light dusting of cinnamon on top.