Place milk, rum, and coconut in a blender and blend ingredients together until they are well blended. Pour through a wire strainer lined with a double thickness of cheesecloth. Squeeze cheeseclothtightly to extract all the liquid. Discard coconut and return strained liquid to blender. Add the eggs and heavy cream to the blender and blend about 30 seconds, or until the eggs are thoroughly blended with the rest of the mixture. Cover and chill for at least 30 minutes, or up to two days. Right before serving stir well, or better yet, whirl in the blender until the mixture is frothy. Pour into glasses or mugs and sprinkle top with nutmeg.
If you love bread pudding, you will love this Bahamian version.
Captain Darville of Percy's Bonefish serves up his famous conch salad.
A sweet, Christmas treat.