Chop the pistachios. In a saucepan, combine the eggnog, milk, cornstarch and sugar. Cook 1 minute on medium, until sugar has dissolved (do not boil), stirring often. Remove from heat and cool slightly.

In a medium bowl, whisk the egg yolks until smooth. Stir in 1/4 cup of the eggnog mixture. With a wooden spoon, slowly stir the egg yolks into the saucepan with the remaining eggnog mixture. Cook 2 minutes on medium, until thick (do not boil), stirring constantly. Remove from heat and stir in the vanilla and nutmeg.

Arrange the fillo shells on a baking sheet. Divide the eggnog mixture between the cups and refrigerate 1 hour, until filling is set. Top each with a few pomegranate seeds and some pistachios.