Combine the heavy whipping cream, milk, cocoa powder, and nutmeg in a saucepan.
Heat over med-low heat until you start to see small bubbles forming along the edges – this will take approximately 10 min. Be sure not to let it boil though.
Turn heat off and allow the mixture to sit for 5 min. Stir occasionally.
Whisk sugar, egg yolks, and gelatin together in a separate bowl.
While constantly whisking (to prevent eggs from cooking), pour about a quarter of the heated milk mixture into the bowl. Combine well.
Repeat with another quarter of the heated milk mixture.
Then, while stirring, pour everything in the bowl into the saucepan.
Heat over med-low heat, stirring constantly so it doesn’t stick to the bottom of your saucepan.
Heat until the mixture thickens and begins to coat the back of a spoon (or reaches 180F). Again, this takes about 10 minutes. Be careful not to let it boil.
Turn heat off and let mixture sit for 5 minutes, stirring frequently.
Layer one large bowl with ice cubes and set a small metal bowl inside.
Pour mixture through a strainer into the metal bowl.
Stir in vanilla extract.
Continue to stir occasionally to help it cool faster.
Once cool (about 15 minutes), transfer mixture into an airtight container.
Refrigerator overnight.
Pour chilled mixture into your ice cream maker.
Churn about 25-30 minutes (until it thickens) or according to manufacturer’s directions.