Preheat the oven to 375 degrees F.
Cut the butter into 1/2-inch cubes and place into the bowl of an electric mixer. Add the brown sugar and white sugar and cream using the paddle attachment just until smooth, about 2 minutes. You do not want to create a lot of air.
Turn the mixer to low and add the egg yolks, one at a time, until just incorporated. Add the molasses, milk and brandy and mix just to combine.
In a separate bowl, add the flour, baking soda, salt, cinnamon and allspice. Mix with a fork just to combine.
With the mixer running on low speed, add the flour to the egg mixture in a steady stream and mix until just combined.
Line 2 baking sheets with parchment paper or silicone mats.
Using a 1/4 cup measure or scoop, place 6 balls of dough evenly spaced on each baking sheet. (You can do twenty-four 1-ounce balls if you prefer smaller cookies.) Do not press down.
Grate nutmeg over the top of each ball of dough until there is an even dusting of nutmeg.
Place in the oven and bake for 9 minutes. Rotate the baking sheets (from top to bottom) halfway through the cooking to achieve even baking and color. Remove from the oven when golden brown and still soft in the center, after about 9 minutes.
Slide the cookies with the parchment paper onto a cooling rack. Once cool, carefully remove from the paper and enjoy.
These cookies are amazing eaten warm. Like a cup of holiday eggnog! Happy Holidays!