Set a medium metal bowl in a large bowl of ice water and have a fine sieve at the ready.

Combine the cream and sugar in a 3-quart saucepan. Set the pan over medium heat, stirring occasionally to encourage the sugar to dissolve. Heat the mixture through but do not allow it to boil. Remove from the heat.

Put the egg yolks and salt in a small heatproof bowl and gently whisk to break up the yolks. Gradually whisk in 1/2 cup of the warm cream mixture. Pour the yolk mixture into the cream remaining in the saucepan and whisk to combine.

Cook over medium-low heat, stirring constantly with a clean wooden or heatproof plastic spoon until the custard thickens slightly, enough to coat the back of the spoon and hold a line drawn through it with a finger, 4 to 8 minutes. An instant-read thermometer should register 170 degrees to 175 degrees F. Do not let the sauce overheat or boil, or it will curdle. Immediately strain the sauce through the sieve into the bowl set in the ice-water bath (see tip).

Gently whisk in the rum, bourbon, nutmeg, and vanilla extract. Stir the sauce occasionally until cool, 20 to 30 minutes. Transfer it to another container, if you like, and cover the surface of the sauce with plastic to prevent a skin from forming. Wrap the container tightly with more plastic and refrigerate a minimum of 2 hours, until velvety and slightly thick.