In a medium sauce pan add sugar and yolks. Whisk together over medium to high heat until the sugar dissolves. Whisk in milk then add the vanilla, nutmeg and cinnamon stick. Cook over medium heat stirring often until the mixture thickens, about ten minutes. Remove the cinnamon stick, cover and put in the fridge. The nog will thicken up as it cools. Once it has cooled completely, pulse just a few times with a submersion blender or regular blender to smooth.