Add the vodka, coffee liqueur, espresso, and eggnog.
Shake hard for 30 seconds until well chilled.
Strain into a chilled coupe or martini glass.
Garnish with freshly grated nutmeg or a pinch of cinnamon and three coffee beans.
Notes
Use freshly brewed espresso, hot and straight from the machine. The crema is what gives you whatever froth this drink has, and the ice in the shaker chills it down. If you don't have an espresso machine, a moka pot is the next best thing. Brewed coffee will work but the cocktail will taste weaker, so brew it as strong as you can.
This cocktail will have less foam than a classic espresso martini. The fat in the eggnog suppresses foam formation, so a light froth on top is completely normal.
Homemade or store-bought eggnog both work well. If yours is on the sweeter side, reduce the coffee liqueur slightly.
For a dairy-free version, use a dairy-free eggnog.
Chill your glass in the freezer for a few minutes before serving.