In a large mixing bowl, whisk together the flour, baking powder, baking soda, cinnamon, nutmeg, and salt. Set aside.
In the bowl of a stand mixer with a paddle attachment, beat the butter until smooth. Add sugar and mix on medium speed until creamy.
Scrape the sides of the bowl. Add the egg, and beat until combined. Add the eggnog and vanilla and beat on medium-high speed until the dough is fluffy.
Add the flour mixture and beat on low just until combined.
Cover the dough refrigerate for at least 2 hours.
Preheat oven to 375F degrees and line a baking sheet with parchment paper or a baking mat.
In a bowl, combine the sugar and cinnamon.
Form dough into 1-inch balls, roll in the cinnamon sugar, then place on the baking sheet, about 2 inches apart. Bake for 8 minutes.