Heat the milk, cream and vanilla extract in a saucepan until just under boiling point. Beat the egg yolks and sugar in a bowl until the sugar is almost dissolved. Whisk half the hot cream mixture into the yolk mixture, then pour the cream-yolk mixture back into the remaining hot cream in the saucepan, stirring constantly.

Return the saucepan to low heat and cook, stirring gently, until the mixture thickens slightly and coats the back of a spoon. Remove immediately from heat, and add the freshly grated nutmeg to taste (I added about a whole nutmeg, but then I really love nutmeg).

Refrigerate this mixture until very cold, then stir in the mascarpone (it helps if you beat the mascarpone a bit with a fork first to soften it up). Freeze in an icecream maker.

From Vogue Food and Wine Cookbook, 1995.