In a mixing bowl, whisk the egg white until it forms soft peaks. In another bowl, whisk the yolk until it becomes frothy. Fold the white into the yolk. Add the baking soda, sugar, and 1 teaspoon of the rum. Whisk it all together to form a stiff batter. Pour the batter into a warm beer mug and dissove it in 1/4 cup of the hot milk. Add the rest of the rum and the brandy. Fill the mug with the rest of the milk, stir, and sprinkle the nutmeg on top.