Cooked eggnog: In a small saucepan, whisk egg yolk with 1 tablespoon sugar until very smooth. Gradually, slowly, whisk in milk. Place saucepan on stove over medium heat and cook, stirring the whole time, until the mixture reaches 160°F on a thermometer. Remove from heat, whisk in cream, vanilla, and cinnamon (if using) and let mixture chill completely. Once cold, whisk in brandy, rum, or whisky. Cooked eggnog will be thicker than uncooked eggnog.