Preheat the oven to 350 degrees F. and line a baking sheet with parchment paper.
In the bowl of a stand mixer, cream the butter and sugar.
Add the egg and vanilla and mix.
Add the dry ingredients to the wet ingredients and mix on low speed until combined.
Scoop the cookie dough using a 1-tablespoon cookie scoop and form into a smooth ball in your hands. Place on the prepared baking sheet.
In a medium bowl combine the coating ingredients - sugar, cinnamon, and nutmeg.
Roll cookie dough balls in the cinnamon sugar mixture and place on the baking sheet. Use your thumb or a small spoon to create an indention in the center of the cookie.
Bake for 7-9 minutes If the indentions are not as prominent after baking, press your thumb or spoon into them again after they have cooled for few minutes.
Allow the cookies to cool on a baking rack.
Melt the white chocolate in a small bowl. Let it cool down so it’s not so hot. Slowly add the eggnog and stir it until combined.
Scoop about 1-2 teaspoons of the eggnog filling into the indentions of the cookies. Sprinkle the tops of the cookies with nutmeg if desired.
Allow the filling to set for a couple hours.