Sieve the cornflour, nutmeg, cocoa powder, cinnamon and sugar into a bowl. Add about 2 tblsps of the milk to the bowl and mix using a whisk until you have a smooth paste.
Heat the remaining milk in a saucepan until just beginning to boil. Remove from the heat and add to your paste mixture, stirring until well incorporated.
Add your mixture back to the pan and continue to cook on a medium heat, stirring all the time, until the mixture is thick and glossy.
Remove from the heat and cool slightly before pouring into your serving dishes.
Leave to one side or in the fridge for about 2 hours to cool completely before serving.