Add milk to a saucepan, and heat over lowest setting for 5 minutes. Slowly bring to a boil.
In a large bowl, combine egg yolks, sugar, cloves, cinnamon, and nutmeg. Whisk together until eggs are fluffy. Mix hot milk slowly into the egg mixture. Pour mixture into a saucepan. Cook over medium heat stirring constantly until mixture is thick, approximately 3 minutes. Do not boil. Let cool for about an hour.
Add cream and vanilla. Refrigerate overnight before serving.