Add the cookie crumbs and syrup into two small dishes.
Dip the rim of the serving glass into the syrup, letting the excess drip back into the dish so it doesn't go down the side of the glass.
Then dip the rim into the cookie crumbs, lift it out, turn and dip again until you have an even coat. If you are having trouble getting the crumbs to stick, you can either crush them into finer pieces, or use a thicker/stickier syrup like corn syrup.
Set the glass aside while you make the drink.
Cocktail
Add the egg, cream, syrup, rum, and vodka to the cocktail shaker.
Grate nutmeg over top of the shaker, so you have just a pinch of nutmeg in the drink.
Add ice to the shaker and shake well, about 15 to 20 shakes.
If you want a more foamy top to the drink, do a dry shake, which is where you strain out the ice and shake the drink again without ice. A milk foamer comes in handy here for a quick and easy froth.
Pour the frothed drink into the prepared serving glass.
Grate some more nutmeg on top for a garnish, and enjoy!
You can make this drink ahead of time. Keep it in the fridge, and it will be good up until the expiration date on your cream or egg.
Notes
To lighten up the calories in this recipe, use half and half or whole milk instead of the heavy cream.
To reduce the sugar content, use a sugar free syrup (see my Sugar Cookie Syrup post for tips on making a keto-friendly version of the syrup).
If you want to reduce the alcohol, simply replace it with milk, or use a non-alcoholic rum substitute like Lyre's to keep a rum flavor in the mix.