Make the choux dough

1. Heat the oven to 425°F (220°C). Line baking sheets with parchment.

2. In a medium saucepan bring the water, butter, sugar, and salt to a rolling boil. Remove from the heat and add the flour all at once, stirring hard until the mixture forms a smooth ball and pulls away from the pan.

3. Let the dough rest for a couple minutes so it cools slightly. Beat in the eggs one by one, mixing thoroughly after each addition until the batter is glossy and just elastic.

4. Pipe or spoon 1½-inch mounds onto the prepared sheets, spacing them apart. Smooth any sharp peaks with a wet fingertip.

5. Bake 10–12 minutes at 425°F, then reduce oven temperature to 350°F (175°C) and continue baking another 18–20 minutes until the shells are deeply golden and feel light. Do not open the oven while they puff.

6. Transfer to a rack and let the shells cool completely before filling.

Make the eggnog pastry cream

1. In a saucepan warm the eggnog and milk until steaming but not boiling.

2. In a separate bowl whisk together the sugar, cornstarch, and egg yolks until smooth. Slowly whisk a few tablespoons of the hot eggnog mixture into the yolks to temper them, then pour the yolk mixture back into the pan.

3. Cook over medium heat, whisking constantly, until the mixture thickens to a spoon-coating custard. Remove from heat and stir in the butter, vanilla, nutmeg, and salt. Chill the custard until it’s completely cold.

4. Whip the heavy cream with the powdered sugar to firm peaks, then fold the whipped cream into the cooled custard for a lighter, mousse-like filling.

Assemble the puffs

1. Use a piping bag fitted with a small round tip to fill each cooled shell with the eggnog cream, or slice each puff in half and spoon the filling inside.

2. Dust lightly with powdered sugar (or cocoa, if you prefer) and serve.