Separate the eggs and place the yolks in the top part of a double boiler. Place the whites in a stainless steel bowl at room temperature. Add sugar and nutmeg to eggs and beat, off the heat, until it forms ribbons. Add marsala and rum and place over double boiler. Beat until frothy and foamy and quite firm, about 2 to 3 minutes. Remove to ice bath and cool while whisking. Beat the cream to soft peaks and fold egg mixture into whites. Place into ice cream machine and chill according to manufacturer's instructions. Place in freezer, well covered. When ready to serve, scoop into balls and garnish with crushed amaretti cookies.