Preheat the oven to 300°F (150°C) and place a 9 inch baking dish inside a larger roasting pan and set aside.
Fill a kettle with water and bring to a boil.
In a large bowl, whisk the egg yolks, sugar and cornstarch together.
Pour in the cream and whisk until smooth. Pass the custard through a sieve to remove any lumps.
Pour into the baking dish and grate a little fresh nutmeg on top.
Place the roasting pan with the custard dish in the oven and pour hot water from the kettle into the roasting pan to come halfway up the sides of the custard dish.
Bake for 55 - 65 minutes, until set but still a bit wobbly in the center. Let cool in the water bath to room temperature, about 2 hours.
Just before serving, preheat the oven to 350°F (180°C).
In a large bowl, toss the rhubarb with the sugar, vanilla bean paste and ¼ cup (2 fl oz/60 ml) whiskey.
Spread onto a rimmed baking sheet and roast for 20 - 25 minutes, until softened and the sugar is beginning to lightly caramelize.
Carefully transfer the rhubarb and any syrup in the pan to a bowl and pour in the remaining ¼ cup (2 fl oz/60 ml) whiskey.
Serve scoops of custard topped with some of the roasted rhubarb. Store leftovers in the refrigerator for up to 2 days.