Place the heavy whipping cream, eggnog, sugar, and nutmeg in a stand mixer fitted with the whisk attachment and whisk on medium to medium-high until peaks form. You want to whisk the cream just a bit longer than you might think necessary, as the stiffer the cream, the sturdier your cake will be once it has finished setting up. Sturdiness is particularly important when your cake is freeform and is not being assembled in a vessel.
Place 6 cookies on a serving plate in a circle and add a seventh to the center. Keep in mind that it is nearly impossible to transfer the cake to a different plate, so pick the plate you'd like the cake to ultimately be on. Using a small offset spatula or butter knife, dab a bit of the whipped cream mixture beneath each cookie to anchor it to the plate. Place a scant 1/2 cup of cream on top of the cookies and spread the cream not quite to the edges of the cookies.
Place another layer of cookies atop the whipped cream, staggering them (i.e. placing each cookie on this layer atop the space between two cookies on the prior layer). I like to use a tablespoon cookie scoop, or measuring spoon, and place a generous tablespoon of cream on top of the center cookie and on top of the space between each of the remaining cookies (rather than dolloping on a 1/2 cup portion), but that’s just me.
Apply another 1/2 cup of cream, and another seven staggered cookies, and continue doing so until you have a ten-layer cake. Place a final layer of whipped cream on top of the cake, and sprinkle with sparkling sugar or sprinkles.
Lightly cover with plastic wrap and let set-up in the refrigerator for at least 6 to 8 hours.
Slice as you would a layer cake, and serve with an extra sprinkle of sparkling sugar.
Notes
You can use more or less of the whipped cream filling between layers to make a shorter or taller cake.