In a 3-quart saucepan, scald whipping cream over medium-high heat.
In a separate bowl, combine sugar, cinnamon, nutmeg, vanilla, egg yolks and cornstarch. Whisk until well mixed and creamy.
Add hazelnut liquor. Fold in a couple of times until well blended.
Ladle 1 cup of hot cream into mixing bowl, stirring constantly while pouring.
Transfer contents of bowl back into pot of hot cream, whisking constantly. Cook 1-2 minutes and remove from heat. Should mixture become too thick, add a little cold whipping cream or half and half.