Put cream of coconut in mixing bowl. Hand mix until solid parts smooth out.
Add coconut milk, evaporated milk - mix until smooth.
Add 3 egg yolks - blend until smooth.
Pour mixture into a pot and cook on low-med heat, stirring/whisking constantly, for 3-5 minutes. Do not let the mixture come to a boil.
Using a fine-mesh strainer, drain the mixture into fresh mixing bowl, filtering out any chunks of yolk or cream.
Add nutmeg, mix in.
If making as a cocktail, add rum