Spray ramekins with a nonstick cooking spray, and then wipe out excess with paper towels.

Pour the milk into a small shallow bowl. Sprinkle gelatin over milk and set aside for about 5 minutes, or until the gelatin softens. Make an ice bath by filling a large, wide bowl halfway with ice and water and set aside.

Heat eggnog in a saucepan over medium heat until simmering. Remove saucepan from heat, whisk in gelatin mixture. Pour the mixture through a fine-mesh strainer into a medium bowl and set the bowl in the ice bath. Stir until slightly cooled.

Divide eggnog mixture among the prepared ramekins and refrigerate for at least 3 hours or as long as overnight. Once eggnog is cold, cover with plastic wrap and keep in the refrigerator until ready to serve.